+388.5%
HPE vs DAL
+108.8%
+279.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +2.0% |
| 7D | +13.6% | +1.4% | +12.2% | +12.9% |
| 30D | -27.1% | +9.1% | -36.2% | -29.9% |
| 3M | -14.5% | -3.5% | -11.0% | -13.5% |
| 6M | +66.9% | +23.4% | +43.6% | +51.3% |
| YTD | +111.3% | +26.0% | +85.3% | +88.2% |
| 1Y | +117.5% | +44.6% | +72.8% | +82.8% |
| 3Y | +238.1% | +162.7% | +75.4% | +115.0% |
| 5Y | +292.4% | +113.0% | +179.4% | +160.8% |
| All | +388.5% | +108.8% | +279.7% | +216.6% |
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