+45.5%
DAL vs HLT
+36.0%
+9.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | +12.8% | +13.7% | -0.9% | +3.3% |
| 3M | -5.3% | +16.3% | -21.6% | -14.8% |
| 6M | +22.4% | +19.9% | +2.4% | +6.0% |
| YTD | +25.6% | +30.1% | -4.5% | +4.0% |
| 1Y | +45.5% | +38.5% | +7.0% | +14.7% |
| All | +45.5% | +36.0% | +9.5% | +14.7% |
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