+621.7%
HPE vs DAL
+86.2%
+535.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | -2.9% | +1.1% | -3.9% | -3.8% |
| 6M | +143.6% | +26.2% | +117.3% | +118.4% |
| YTD | +118.5% | +16.4% | +102.1% | +101.6% |
| 1Y | +129.2% | +33.9% | +95.4% | +98.7% |
| 3Y | +212.5% | +93.4% | +119.1% | +124.2% |
| 5Y | +286.9% | +106.4% | +180.6% | +159.3% |
| 10Y | +432.3% | +143.0% | +289.4% | +200.4% |
| All | +621.7% | +86.2% | +535.5% | +360.5% |
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