+100.2%
DAL vs HST
+70.3%
+30.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.3% | 0.0% |
| 7D | +4.6% | -4.2% | +8.7% | +8.1% |
| 30D | +2.3% | +9.6% | -7.2% | -4.7% |
| 3M | -8.1% | -1.1% | -7.0% | -7.7% |
| 6M | +21.4% | +21.1% | +0.3% | +4.0% |
| YTD | +24.3% | +47.1% | -22.8% | -8.3% |
| 1Y | +47.4% | +64.0% | -16.6% | -0.5% |
| 3Y | +164.6% | +77.1% | +87.5% | +65.3% |
| 5Y | +100.2% | +71.8% | +28.5% | +24.9% |
| All | +100.2% | +70.3% | +30.0% | +24.9% |
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