+11,949.9%
DLTR vs HAS
+1,748.7%
+10,201.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +5.0% | +3.3% | +1.8% | +4.2% |
| 30D | +18.7% | +30.5% | -11.8% | +10.4% |
| 3M | +8.9% | +29.9% | -21.0% | +1.3% |
| 6M | +49.4% | +26.5% | +22.9% | +39.4% |
| YTD | +14.5% | +51.9% | -37.5% | +1.2% |
| 1Y | +32.5% | +60.9% | -28.4% | +15.4% |
| 3Y | +23.4% | +215.0% | -191.5% | -12.0% |
| 5Y | +26.2% | +51.5% | -25.3% | +7.3% |
| 10Y | +82.4% | +102.2% | -19.8% | +33.9% |
| All | +11,949.9% | +1,748.7% | +10,201.2% | +4,584.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling