+122.8%
DAL vs HWM
+1,472.2%
-1,349.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.3% | +0.8% |
| 7D | +8.8% | +3.3% | +5.5% | +6.4% |
| 30D | +5.4% | -7.6% | +13.0% | +9.1% |
| 3M | -4.9% | -28.9% | +24.0% | +13.1% |
| 6M | +19.8% | -19.7% | +39.5% | +32.3% |
| YTD | +27.0% | +0.5% | +26.5% | +22.1% |
| 1Y | +52.5% | +0.3% | +52.2% | +46.5% |
| 3Y | +173.8% | +325.8% | -152.0% | +6.8% |
| 5Y | +104.5% | +524.7% | -420.2% | -36.2% |
| All | +122.8% | +1,472.2% | -1,349.4% | -56.9% |
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