+224.7%
HPE vs DAL
+163.9%
+60.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +7.9% | -1.1% | +9.0% | +8.3% |
| 30D | -23.5% | +12.8% | -36.3% | -27.7% |
| 3M | -19.1% | -5.3% | -13.8% | -17.5% |
| 6M | +51.4% | +22.4% | +29.0% | +36.4% |
| YTD | +103.4% | +25.6% | +77.8% | +79.3% |
| 1Y | +114.4% | +45.5% | +68.9% | +76.1% |
| 3Y | +224.7% | +161.0% | +63.7% | +87.6% |
| All | +224.7% | +163.9% | +60.8% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling