+280.3%
DAL vs HLT
+820.1%
-539.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.0% |
| 7D | +10.7% | +4.4% | +6.3% | +7.0% |
| 30D | +12.5% | +16.3% | -3.8% | -1.0% |
| 3M | +3.6% | +22.2% | -18.5% | -12.8% |
| 6M | +26.7% | +20.0% | +6.7% | +7.7% |
| YTD | +34.3% | +32.4% | +1.9% | +5.0% |
| 1Y | +59.1% | +38.6% | +20.5% | +19.5% |
| 3Y | +179.9% | +136.4% | +43.4% | +36.3% |
| 5Y | +119.1% | +162.8% | -43.6% | -2.8% |
| 10Y | +125.6% | +720.3% | -594.7% | -53.2% |
| All | +280.3% | +820.1% | -539.7% | -26.4% |
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