+92.0%
HL vs DAL
+393.7%
-301.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.7% | +3.6% |
| 7D | +13.8% | +10.0% | +3.8% | +11.9% |
| 30D | -9.7% | +12.0% | -21.8% | -11.5% |
| 3M | -8.5% | +0.8% | -9.3% | -8.7% |
| 6M | -17.2% | +26.2% | -43.3% | -20.7% |
| YTD | -19.6% | +33.7% | -53.3% | -24.0% |
| 1Y | +11.1% | +57.6% | -46.5% | +2.2% |
| 3Y | +299.7% | +183.5% | +116.2% | +223.3% |
| 5Y | +156.5% | +114.2% | +42.3% | +114.2% |
| 10Y | +122.4% | +128.1% | -5.8% | +76.7% |
| All | +92.0% | +393.7% | -301.6% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling