+28.3%
HD vs DAL
+162.4%
-134.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.5% |
| 7D | +6.4% | +4.6% | +1.8% | +5.3% |
| 30D | +22.1% | +2.3% | +19.7% | +21.4% |
| 3M | -0.2% | -8.1% | +7.9% | +1.5% |
| 6M | +12.6% | +21.4% | -8.8% | +8.0% |
| YTD | +3.9% | +24.3% | -20.4% | -1.3% |
| 1Y | -3.7% | +47.4% | -51.1% | -11.6% |
| All | +28.3% | +162.4% | -134.1% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling