+118.8%
HL vs DLTR
+10,500.9%
-10,382.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -5.6% | -9.4% | +3.8% | -5.1% |
| 30D | +12.7% | -7.3% | +20.1% | +13.1% |
| 3M | +42.5% | +7.6% | +35.0% | +41.8% |
| 6M | -9.0% | +1.6% | -10.6% | -9.3% |
| YTD | +4.4% | -3.5% | +7.9% | +4.3% |
| 1Y | +82.7% | +20.0% | +62.6% | +80.4% |
| 3Y | +406.3% | +2.3% | +404.0% | +399.8% |
| 5Y | +238.2% | +31.5% | +206.6% | +231.2% |
| 10Y | +268.9% | +45.4% | +223.5% | +259.4% |
| All | +118.8% | +10,500.9% | -10,382.1% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling