+351.3%
DAL vs HIG
+107.3%
+243.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -13.9% | -3.2% | -10.7% | -13.1% |
| 3M | +1.1% | +9.1% | -8.1% | -1.9% |
| 6M | +26.2% | -1.8% | +28.0% | +26.5% |
| YTD | +16.4% | +1.8% | +14.7% | +15.3% |
| 1Y | +33.9% | +4.6% | +29.3% | +31.3% |
| 3Y | +93.4% | +101.6% | -8.3% | +54.3% |
| 5Y | +106.4% | +124.5% | -18.1% | +60.4% |
| 10Y | +143.0% | +317.8% | -174.8% | +57.5% |
| All | +351.3% | +107.3% | +243.9% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling