+121.4%
DAL vs HLT
+712.4%
-591.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +14.3% | +15.1% | -0.8% | +0.6% |
| 3M | +1.3% | +19.8% | -18.5% | -14.4% |
| 6M | +29.3% | +19.6% | +9.7% | +8.8% |
| YTD | +33.0% | +31.4% | +1.6% | +2.7% |
| 1Y | +59.8% | +38.0% | +21.8% | +17.8% |
| 3Y | +177.2% | +134.7% | +42.5% | +27.9% |
| 5Y | +118.4% | +166.2% | -47.8% | -11.1% |
| 10Y | +121.4% | +705.6% | -584.2% | -58.2% |
| All | +121.4% | +712.4% | -591.0% | -58.2% |
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