+17.0%
HON vs DLTR
+1.4%
+15.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.5% | -10.1% | +6.6% | -2.4% |
| 30D | -13.8% | -8.1% | -5.6% | -13.1% |
| 3M | -11.7% | +2.9% | -14.5% | -12.1% |
| 6M | -18.7% | +4.3% | -23.1% | -19.5% |
| YTD | +0.2% | -3.9% | +4.2% | 0.0% |
| 1Y | -3.1% | +18.9% | -22.0% | -5.4% |
| 3Y | +17.0% | +1.9% | +15.1% | +12.3% |
| All | +17.0% | +1.4% | +15.6% | +12.3% |
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