+116.4%
HPE vs DLTR
+45.2%
+71.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.6% | -15.3% | -3.8% |
| 7D | -17.0% | +15.6% | -32.6% | -14.6% |
| 30D | -26.7% | +29.9% | -56.6% | -23.5% |
| 3M | -4.1% | +12.5% | -16.6% | -1.0% |
| 6M | +75.4% | +56.3% | +19.1% | +76.8% |
| YTD | +111.0% | +19.5% | +91.5% | +117.4% |
| 1Y | +116.4% | +44.0% | +72.4% | +102.7% |
| All | +116.4% | +45.2% | +71.2% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling