+145.3%
DAL vs HST
+92.5%
+52.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +0.1% | -1.0% | +1.2% | +0.9% |
| 30D | -13.9% | -12.3% | -1.7% | -5.6% |
| 3M | +1.1% | -6.4% | +7.4% | +5.6% |
| 6M | +26.2% | +15.0% | +11.2% | +13.6% |
| YTD | +16.4% | +30.5% | -14.1% | -4.4% |
| 1Y | +33.9% | +35.7% | -1.8% | +6.3% |
| 3Y | +93.4% | +68.4% | +25.0% | +30.7% |
| 5Y | +106.4% | +73.1% | +33.2% | +33.8% |
| All | +145.3% | +92.5% | +52.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling