+102.9%
DAL vs HWM
+522.0%
-419.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.3% | +0.8% |
| 7D | +8.8% | +3.3% | +5.5% | +6.3% |
| 30D | +5.4% | -7.6% | +13.0% | +9.2% |
| 3M | -4.9% | -28.9% | +24.0% | +14.1% |
| 6M | +19.8% | -19.7% | +39.5% | +32.5% |
| YTD | +27.0% | +0.5% | +26.5% | +20.8% |
| 1Y | +52.5% | +0.3% | +52.2% | +44.8% |
| 3Y | +173.8% | +325.8% | -152.0% | -14.8% |
| All | +102.9% | +522.0% | -419.1% | -57.7% |
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