+298.8%
HPE vs DAL
+106.7%
+192.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.3% | -13.9% | +11.6% | +4.0% |
| 3M | -2.9% | +1.1% | -3.9% | -3.8% |
| 6M | +143.6% | +26.2% | +117.3% | +117.7% |
| YTD | +118.5% | +16.4% | +102.1% | +101.0% |
| 1Y | +129.2% | +33.9% | +95.4% | +97.6% |
| 3Y | +212.5% | +93.4% | +119.1% | +120.4% |
| All | +298.8% | +106.7% | +192.0% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling