+392.2%
DAL vs HIG
+100.8%
+291.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.9% |
| 7D | +8.8% | +1.1% | +7.7% | +8.5% |
| 30D | +5.4% | +5.6% | -0.2% | +3.6% |
| 3M | -4.9% | -6.9% | +1.9% | -2.9% |
| 6M | +19.8% | +1.3% | +18.6% | +18.9% |
| YTD | +27.0% | -1.5% | +28.4% | +27.0% |
| 1Y | +52.5% | +6.6% | +45.8% | +48.7% |
| 3Y | +173.8% | +91.2% | +82.7% | +121.9% |
| 5Y | +104.5% | +106.1% | -1.5% | +63.1% |
| 10Y | +129.7% | +283.7% | -154.0% | +52.4% |
| All | +392.2% | +100.8% | +291.5% | +328.3% |
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