+125.6%
DAL vs HWM
+1,599.0%
-1,473.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | +10.7% | -1.8% | +12.5% | +11.6% |
| 30D | +12.5% | -2.7% | +15.2% | +13.2% |
| 3M | +3.6% | -22.7% | +26.4% | +17.7% |
| 6M | +26.7% | -18.9% | +45.7% | +39.6% |
| YTD | +34.3% | +7.1% | +27.2% | +24.7% |
| 1Y | +59.1% | +4.7% | +54.5% | +49.4% |
| 3Y | +179.9% | +345.6% | -165.7% | +6.5% |
| 5Y | +119.1% | +588.3% | -469.1% | -35.3% |
| 10Y | +125.6% | +1,516.2% | -1,390.5% | -57.6% |
| All | +125.6% | +1,599.0% | -1,473.4% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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