+45.0%
DLTR vs HAS
+54.3%
-9.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -10.2% | -4.8% | -5.4% | -9.0% |
| 30D | -8.5% | -5.1% | -3.4% | -7.2% |
| 3M | +5.6% | +6.4% | -0.8% | +3.7% |
| 6M | +2.2% | -5.6% | +7.8% | +3.2% |
| YTD | -3.8% | +11.0% | -14.7% | -7.1% |
| 1Y | +22.9% | +16.8% | +6.2% | +17.0% |
| 3Y | +2.0% | +44.0% | -42.0% | -9.8% |
| 5Y | +29.8% | +11.0% | +18.8% | +20.9% |
| 10Y | +45.0% | +56.0% | -11.0% | +21.4% |
| All | +45.0% | +54.3% | -9.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling