+76.3%
DLTR vs HAS
+97.5%
-21.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | +13.4% | +26.3% | -12.9% | +6.6% |
| 3M | +6.6% | +25.6% | -19.0% | +0.4% |
| 6M | +59.1% | +30.3% | +28.8% | +47.6% |
| YTD | +12.3% | +50.4% | -38.1% | -0.1% |
| 1Y | +33.9% | +57.7% | -23.9% | +17.7% |
| 3Y | +23.0% | +213.4% | -190.4% | -10.8% |
| 5Y | +22.1% | +49.1% | -27.0% | +5.2% |
| All | +76.3% | +97.5% | -21.3% | +35.7% |
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