+105.8%
DAL vs HWM
+743.6%
-637.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +0.1% | -2.1% | +2.2% | +1.1% |
| 30D | -13.9% | -11.0% | -2.9% | -8.0% |
| 3M | +1.1% | +4.0% | -3.0% | -2.3% |
| 6M | +26.2% | -0.2% | +26.5% | +24.7% |
| YTD | +16.4% | +26.7% | -10.2% | -1.9% |
| 1Y | +33.9% | +44.7% | -10.9% | +2.6% |
| 3Y | +93.4% | +426.1% | -332.7% | -46.0% |
| All | +105.8% | +743.6% | -637.8% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling