+6,568.5%
DLTR vs HIG
+980.5%
+5,588.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.7% | -5.3% |
| 7D | -5.8% | -1.1% | -4.8% | -5.6% |
| 30D | -5.2% | -4.9% | -0.3% | -4.4% |
| 3M | +15.2% | +6.8% | +8.4% | +13.9% |
| 6M | +7.1% | -1.7% | +8.8% | +7.3% |
| YTD | +0.8% | -0.2% | +1.1% | +0.7% |
| 1Y | +24.8% | +5.7% | +19.1% | +23.4% |
| 3Y | +6.9% | +100.3% | -93.4% | -5.3% |
| 5Y | +33.2% | +118.5% | -85.2% | +16.1% |
| 10Y | +51.6% | +309.7% | -258.2% | +16.6% |
| All | +6,568.5% | +980.5% | +5,588.0% | +2,078.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling