+31.3%
DAL vs HST
+30.3%
+1.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +6.3% |
| 7D | +11.1% | +3.3% | +7.7% | +8.8% |
| 30D | +7.7% | +16.4% | -8.6% | -2.1% |
| 3M | -3.5% | +5.5% | -9.0% | -7.1% |
| 6M | +31.3% | +31.1% | +0.2% | +0.2% |
| All | +31.3% | +30.3% | +1.1% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling