+18.9%
DLTR vs HBM
+97.2%
-78.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -10.1% | -3.3% | -6.8% | -9.9% |
| 30D | -8.1% | -4.8% | -3.3% | -8.0% |
| 3M | +2.9% | -0.4% | +3.3% | +2.7% |
| 6M | +4.3% | +17.9% | -13.5% | +0.1% |
| YTD | -3.9% | +33.7% | -37.6% | -10.1% |
| 1Y | +18.9% | +95.6% | -76.7% | +4.4% |
| All | +18.9% | +97.2% | -78.3% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling