-14.9%
HAL vs DLTR
+76.3%
-91.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +6.1% | +5.3% | +0.8% | +4.8% |
| 30D | +2.9% | +13.4% | -10.5% | -0.7% |
| 3M | +3.3% | +6.6% | -3.3% | +0.9% |
| 6M | -16.9% | +59.1% | -76.0% | -27.7% |
| YTD | +21.2% | +12.3% | +8.9% | +14.8% |
| 1Y | +27.5% | +33.9% | -6.3% | +14.8% |
| 3Y | -6.4% | +23.0% | -29.4% | -17.3% |
| 5Y | +58.0% | +22.1% | +35.9% | +33.9% |
| All | -14.9% | +76.3% | -91.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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