+7.8%
HD vs DAL
+103.7%
-95.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.3% |
| 3M | -0.2% | -8.1% | +7.9% | +1.7% |
| 6M | +12.6% | +21.4% | -8.8% | +7.4% |
| YTD | +3.9% | +24.3% | -20.4% | -1.9% |
| 1Y | -3.7% | +47.4% | -51.1% | -12.7% |
| 3Y | +27.9% | +164.6% | -136.8% | -4.3% |
| 5Y | +7.8% | +100.2% | -92.4% | -16.5% |
| All | +7.8% | +103.7% | -95.9% | -16.5% |
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