+102.9%
DAL vs HST
+71.5%
+31.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +8.8% | -2.7% | +11.5% | +11.2% |
| 30D | +5.4% | +10.7% | -5.3% | -2.6% |
| 3M | -4.9% | +6.3% | -11.2% | -9.4% |
| 6M | +19.8% | +19.0% | +0.9% | +4.0% |
| YTD | +27.0% | +47.0% | -20.0% | -6.3% |
| 1Y | +52.5% | +53.4% | -1.0% | +8.7% |
| 3Y | +173.8% | +78.0% | +95.8% | +70.4% |
| All | +102.9% | +71.5% | +31.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling