+59.8%
DAL vs HLT
+37.8%
+22.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +14.3% | +15.1% | -0.8% | +3.7% |
| 3M | +1.3% | +19.8% | -18.5% | -11.1% |
| 6M | +29.3% | +19.6% | +9.7% | +12.4% |
| YTD | +33.0% | +31.4% | +1.6% | +9.1% |
| 1Y | +59.8% | +38.0% | +21.8% | +26.0% |
| All | +59.8% | +37.8% | +22.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling