+229.8%
DAL vs HLT
+653.9%
-424.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.7% |
| 7D | +0.1% | -3.3% | +3.4% | +3.0% |
| 30D | -13.9% | -4.1% | -9.8% | -11.1% |
| 3M | +1.1% | -7.9% | +9.0% | +7.6% |
| 6M | +26.2% | +2.2% | +24.1% | +23.1% |
| YTD | +16.4% | +8.5% | +7.9% | +7.9% |
| 1Y | +33.9% | +12.1% | +21.7% | +20.0% |
| 3Y | +93.4% | +107.6% | -14.2% | +5.2% |
| 5Y | +106.4% | +156.4% | -50.0% | -5.9% |
| 10Y | +143.0% | +566.3% | -423.3% | -40.0% |
| All | +229.8% | +653.9% | -424.1% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling