+135.0%
DAL vs HLT
+572.6%
-437.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | +0.8% | -1.5% | +2.2% | +2.1% |
| 30D | -11.7% | -1.2% | -10.5% | -11.0% |
| 3M | -2.7% | -10.3% | +7.6% | +6.5% |
| 6M | +30.7% | +1.3% | +29.4% | +28.0% |
| YTD | +14.4% | +7.0% | +7.3% | +6.5% |
| 1Y | +31.2% | +11.9% | +19.3% | +16.7% |
| 3Y | +99.4% | +100.7% | -1.2% | +6.2% |
| 5Y | +98.6% | +147.5% | -49.0% | -13.6% |
| 10Y | +135.0% | +586.5% | -451.5% | -50.5% |
| All | +135.0% | +572.6% | -437.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling