+24.1%
HYG vs DAL
+163.9%
-139.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | +0.7% | +12.8% | -12.2% | -0.1% |
| 3M | -2.1% | -5.3% | +3.2% | -1.9% |
| 6M | -0.8% | +22.4% | -23.2% | -2.2% |
| YTD | +0.3% | +25.6% | -25.3% | -1.5% |
| 1Y | +1.8% | +45.5% | -43.7% | -1.0% |
| 3Y | +24.1% | +161.0% | -136.8% | +13.2% |
| All | +24.1% | +163.9% | -139.8% | +13.2% |
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 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