+30.0%
HD vs DLTR
+23.7%
+6.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | +5.2% | +5.0% | +0.2% | +4.1% |
| 30D | +20.7% | +18.7% | +2.0% | +16.7% |
| 3M | +0.8% | +8.9% | -8.1% | -1.1% |
| 6M | +12.2% | +49.4% | -37.2% | +3.8% |
| YTD | +4.2% | +14.5% | -10.3% | +0.5% |
| 1Y | -2.6% | +32.5% | -35.1% | -8.2% |
| 3Y | +30.0% | +23.4% | +6.6% | +13.4% |
| All | +30.0% | +23.7% | +6.3% | +13.4% |
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