+168.1%
DAL vs HWM
+320.3%
-152.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -1.9% |
| 7D | +4.6% | -2.4% | +7.0% | +5.3% |
| 30D | +2.3% | -13.3% | +15.6% | +7.9% |
| 3M | -8.1% | -31.0% | +22.9% | +6.8% |
| 6M | +21.4% | -17.1% | +38.6% | +29.1% |
| YTD | +24.3% | -1.9% | +26.2% | +21.7% |
| 1Y | +47.4% | -2.4% | +49.8% | +44.5% |
| All | +168.1% | +320.3% | -152.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling