+19.0%
HYG vs DAL
+105.9%
-87.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.2% | +0.8% | -0.9% | -0.2% |
| 30D | -0.1% | -11.7% | +11.6% | +1.0% |
| 3M | +0.7% | -2.7% | +3.4% | +0.8% |
| 6M | +1.5% | +30.7% | -29.1% | -1.3% |
| YTD | +1.9% | +14.4% | -12.4% | +0.2% |
| 1Y | +3.7% | +31.2% | -27.5% | +0.4% |
| 3Y | +26.5% | +99.4% | -73.0% | +14.5% |
| 5Y | +19.0% | +98.6% | -79.6% | +4.7% |
| All | +19.0% | +105.9% | -87.0% | +4.7% |
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