+100.2%
DAL vs HWM
+538.5%
-438.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -1.0% |
| 7D | +4.6% | -2.4% | +7.0% | +5.5% |
| 30D | +2.3% | -13.3% | +15.6% | +9.9% |
| 3M | -8.1% | -31.0% | +22.9% | +12.2% |
| 6M | +21.4% | -17.1% | +38.6% | +31.5% |
| YTD | +24.3% | -1.9% | +26.2% | +19.9% |
| 1Y | +47.4% | -2.4% | +49.8% | +42.2% |
| 3Y | +164.6% | +322.2% | -157.6% | -17.4% |
| 5Y | +100.2% | +509.8% | -409.6% | -56.5% |
| All | +100.2% | +538.5% | -438.3% | -56.5% |
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