+157.7%
HL vs DAL
+329.9%
-172.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +1.5% | +0.1% | +1.3% | +1.5% |
| 30D | +25.1% | -13.9% | +39.0% | +28.4% |
| 3M | +22.9% | +1.1% | +21.8% | +22.5% |
| 6M | -4.9% | +26.2% | -31.1% | -9.1% |
| YTD | +7.8% | +16.4% | -8.6% | +4.4% |
| 1Y | +133.9% | +33.9% | +100.0% | +120.8% |
| 3Y | +380.9% | +93.4% | +287.5% | +315.2% |
| 5Y | +230.2% | +106.4% | +123.9% | +177.4% |
| 10Y | +265.6% | +143.0% | +122.6% | +190.4% |
| All | +157.7% | +329.9% | -172.2% | +68.4% |
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