+43.4%
DLTR vs HBM
+619.2%
-575.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -10.1% | -3.3% | -6.8% | -9.8% |
| 30D | -8.1% | -4.8% | -3.3% | -7.9% |
| 3M | +2.9% | -0.4% | +3.3% | +2.1% |
| 6M | +4.3% | +17.9% | -13.5% | +0.9% |
| YTD | -3.9% | +33.7% | -37.6% | -8.9% |
| 1Y | +18.9% | +95.6% | -76.7% | +7.6% |
| 3Y | +1.9% | +458.1% | -456.2% | -20.1% |
| 5Y | +31.0% | +329.0% | -298.0% | +2.5% |
| All | +43.4% | +619.2% | -575.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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