+522.9%
HPE vs DAL
+103.1%
+419.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.5% |
| 7D | -18.7% | +8.8% | -27.5% | -21.8% |
| 30D | -37.9% | +5.4% | -43.3% | -39.4% |
| 3M | -14.4% | -4.9% | -9.5% | -12.9% |
| 6M | +48.2% | +19.8% | +28.4% | +35.9% |
| YTD | +88.6% | +27.0% | +61.6% | +67.3% |
| 1Y | +94.8% | +52.5% | +42.3% | +60.0% |
| 3Y | +202.7% | +173.8% | +28.9% | +88.3% |
| 5Y | +231.6% | +104.5% | +127.1% | +123.1% |
| 10Y | +361.9% | +129.7% | +232.2% | +169.0% |
| All | +522.9% | +103.1% | +419.8% | +282.2% |
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 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