+145.9%
HYG vs DAL
+363.8%
-217.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -2.1% | -5.3% | +3.2% | -1.8% |
| 6M | -0.8% | +22.4% | -23.2% | -2.7% |
| YTD | +0.3% | +25.6% | -25.3% | -2.0% |
| 1Y | +1.8% | +45.5% | -43.7% | -1.8% |
| 3Y | +24.1% | +161.0% | -136.8% | +12.8% |
| 5Y | +17.7% | +112.2% | -94.5% | +7.6% |
| 10Y | +56.8% | +109.1% | -52.3% | +38.8% |
| All | +145.9% | +363.8% | -217.9% | +86.7% |
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 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