+256.9%
HL vs DLTR
+45.3%
+211.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.4% | -10.1% | +5.7% | -2.2% |
| 30D | +9.3% | -8.1% | +17.4% | +11.0% |
| 3M | +32.0% | +2.9% | +29.1% | +30.3% |
| 6M | -6.4% | +4.3% | -10.8% | -8.4% |
| YTD | +3.1% | -3.9% | +7.1% | +2.8% |
| 1Y | +77.6% | +18.9% | +58.7% | +68.3% |
| 3Y | +392.8% | +1.9% | +390.9% | +368.3% |
| 5Y | +234.1% | +31.0% | +203.1% | +191.5% |
| All | +256.9% | +45.3% | +211.6% | +205.4% |
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 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