+43.4%
DLTR vs HIG
+313.7%
-270.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -10.1% | -1.5% | -8.6% | -9.7% |
| 30D | -8.1% | -0.4% | -7.8% | -8.0% |
| 3M | +2.9% | +6.7% | -3.8% | +0.8% |
| 6M | +4.3% | +2.0% | +2.4% | +3.4% |
| YTD | -3.9% | +0.3% | -4.2% | -4.4% |
| 1Y | +18.9% | +4.2% | +14.7% | +16.7% |
| 3Y | +1.9% | +102.2% | -100.3% | -20.4% |
| 5Y | +31.0% | +118.5% | -87.5% | -0.9% |
| All | +43.4% | +313.7% | -270.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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