+10.8%
HD vs DAL
+106.7%
-95.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -8.4% | -13.9% | +5.5% | -5.3% |
| 3M | +4.3% | +1.1% | +3.3% | +4.0% |
| 6M | -11.1% | +26.2% | -37.4% | -15.8% |
| YTD | -4.7% | +16.4% | -21.1% | -8.4% |
| 1Y | -19.8% | +33.9% | -53.7% | -25.6% |
| 3Y | +4.1% | +93.4% | -89.3% | -14.8% |
| All | +10.8% | +106.7% | -95.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling