-9.3%
HAL vs DLTR
+24.3%
-33.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.6% | +2.4% | +0.2% | +2.4% |
| 30D | -0.1% | +21.5% | -21.6% | -2.2% |
| 3M | -1.1% | +9.8% | -11.0% | -2.3% |
| 6M | -20.7% | +58.6% | -79.4% | -25.8% |
| YTD | +17.5% | +14.8% | +2.7% | +15.3% |
| 1Y | +24.1% | +33.0% | -8.9% | +18.6% |
| All | -9.3% | +24.3% | -33.5% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling