+106.3%
DAL vs HLT
+149.2%
-42.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | +0.5% |
| 7D | +3.4% | -2.4% | +5.8% | +5.7% |
| 30D | -13.6% | -4.1% | -9.5% | -10.4% |
| 3M | +1.2% | -10.6% | +11.8% | +11.3% |
| 6M | +34.5% | +2.0% | +32.4% | +30.5% |
| YTD | +14.7% | +6.1% | +8.5% | +7.3% |
| 1Y | +29.2% | +9.8% | +19.4% | +16.5% |
| 3Y | +100.0% | +99.0% | +1.0% | +6.6% |
| 5Y | +106.3% | +151.5% | -45.2% | -11.4% |
| All | +106.3% | +149.2% | -42.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling