+954.5%
DLTR vs HBM
+649.7%
+304.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -3.9% | -4.5% |
| 7D | -10.2% | +5.5% | -15.8% | -10.7% |
| 30D | -8.5% | +3.3% | -11.8% | -8.9% |
| 3M | +5.6% | +12.7% | -7.1% | +4.0% |
| 6M | +2.2% | +28.2% | -26.0% | -0.9% |
| YTD | -3.8% | +45.3% | -49.1% | -7.9% |
| 1Y | +22.9% | +121.7% | -98.8% | +13.4% |
| 3Y | +2.0% | +523.5% | -521.5% | -14.7% |
| 5Y | +29.8% | +393.9% | -364.1% | +8.2% |
| 10Y | +45.0% | +647.9% | -602.9% | +11.6% |
| All | +954.5% | +649.7% | +304.9% | +780.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling