+2.3%
DLTR vs HIG
+101.8%
-99.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -9.4% | -2.3% | -7.2% | -9.0% |
| 30D | -7.3% | -1.2% | -6.1% | -7.1% |
| 3M | +7.6% | +6.3% | +1.3% | +6.3% |
| 6M | +1.6% | +0.6% | +1.0% | +1.5% |
| YTD | -3.5% | +0.6% | -4.1% | -3.7% |
| 1Y | +20.0% | +6.1% | +13.9% | +18.3% |
| All | +2.3% | +101.8% | -99.4% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling