+31.5%
DLTR vs HBM
+336.0%
-304.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +1.0% |
| 7D | -9.4% | -3.7% | -5.7% | -9.2% |
| 30D | -7.3% | -3.7% | -3.7% | -7.2% |
| 3M | +7.6% | +8.0% | -0.4% | +5.8% |
| 6M | +1.6% | +15.8% | -14.2% | -1.8% |
| YTD | -3.5% | +34.4% | -37.9% | -8.9% |
| 1Y | +20.0% | +98.2% | -78.1% | +7.8% |
| 3Y | +2.3% | +476.6% | -474.3% | -21.4% |
| 5Y | +31.5% | +331.1% | -299.6% | +2.3% |
| All | +31.5% | +336.0% | -304.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling