+135.5%
HL vs DAL
+128.3%
+7.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +8.2% | +10.7% | -2.5% | +5.1% |
| 30D | -16.3% | +12.5% | -28.8% | -19.0% |
| 3M | -18.6% | +3.6% | -22.2% | -19.5% |
| 6M | -23.2% | +26.7% | -49.9% | -28.5% |
| YTD | -25.5% | +34.3% | -59.8% | -32.2% |
| 1Y | -4.8% | +59.1% | -63.9% | -17.2% |
| 3Y | +281.4% | +179.9% | +101.5% | +166.7% |
| 5Y | +137.8% | +119.1% | +18.7% | +73.2% |
| 10Y | +135.5% | +125.6% | +9.8% | +69.6% |
| All | +135.5% | +128.3% | +7.2% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling