-3.5%
HD vs DAL
+57.9%
-61.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.9% |
| 30D | +20.9% | +14.3% | +6.6% | +15.8% |
| 3M | -0.2% | +1.3% | -1.5% | -1.1% |
| 6M | +14.5% | +29.3% | -14.8% | +6.6% |
| YTD | +4.3% | +33.0% | -28.7% | -4.5% |
| 1Y | -3.5% | +59.8% | -63.3% | -15.8% |
| All | -3.5% | +57.9% | -61.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 1y: compounded portfolio wealth divided by compounded DAL 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…
1y analysis · Full analysis span regression · 6 months rolling