+6.2%
HD vs DLTR
+27.2%
-20.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.1% |
| 7D | -1.8% | -10.2% | +8.4% | +0.5% |
| 30D | -10.8% | -8.5% | -2.4% | -9.2% |
| 3M | -2.7% | +5.6% | -8.2% | -4.0% |
| 6M | -10.3% | +2.2% | -12.5% | -11.4% |
| YTD | -7.8% | -3.8% | -4.1% | -7.9% |
| 1Y | -23.1% | +22.9% | -46.1% | -27.2% |
| 3Y | +2.0% | +2.0% | 0.0% | -2.1% |
| 5Y | +6.2% | +29.8% | -23.6% | +3.0% |
| All | +6.2% | +27.2% | -20.9% | +3.0% |
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 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