+206.4%
HD vs DLTR
+45.3%
+161.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -3.8% | -10.1% | +6.2% | -1.1% |
| 30D | -9.4% | -8.1% | -1.3% | -7.5% |
| 3M | -4.6% | +2.9% | -7.5% | -5.5% |
| 6M | -10.1% | +4.3% | -14.4% | -11.9% |
| YTD | -8.3% | -3.9% | -4.4% | -8.4% |
| 1Y | -25.0% | +18.9% | -43.9% | -29.4% |
| 3Y | +1.5% | +1.9% | -0.4% | -4.1% |
| 5Y | +5.6% | +31.0% | -25.4% | -11.2% |
| All | +206.4% | +45.3% | +161.1% | +133.5% |
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 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