+8.1%
HD vs DLTR
+26.4%
-18.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.3% |
| 7D | +5.2% | +5.0% | +0.2% | +3.9% |
| 30D | +20.7% | +18.7% | +2.0% | +16.0% |
| 3M | +0.8% | +8.9% | -8.1% | -1.4% |
| 6M | +12.2% | +49.4% | -37.2% | +1.9% |
| YTD | +4.2% | +14.5% | -10.3% | 0.0% |
| 1Y | -2.6% | +32.5% | -35.1% | -9.5% |
| 3Y | +30.0% | +23.4% | +6.6% | +19.4% |
| 5Y | +8.1% | +26.2% | -18.1% | +2.4% |
| All | +8.1% | +26.4% | -18.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling