+365.4%
HPE vs DAL
+136.2%
+229.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +4.0% |
| 7D | -7.1% | +10.0% | -17.2% | -10.8% |
| 30D | -35.3% | +12.0% | -47.3% | -38.4% |
| 3M | -10.4% | +0.8% | -11.2% | -11.0% |
| 6M | +52.5% | +26.2% | +26.3% | +37.1% |
| YTD | +100.3% | +33.7% | +66.6% | +74.3% |
| 1Y | +106.4% | +57.6% | +48.8% | +67.7% |
| 3Y | +227.4% | +183.5% | +43.9% | +102.1% |
| 5Y | +250.6% | +114.2% | +136.4% | +132.7% |
| 10Y | +365.4% | +128.1% | +237.2% | +196.7% |
| All | +365.4% | +136.2% | +229.1% | +196.7% |
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