+129.2%
HPE vs DLTR
+29.2%
+100.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -0.6% | +2.5% | -3.1% | -0.6% |
| 30D | -2.3% | +2.1% | -4.4% | -2.3% |
| 3M | -2.9% | +20.3% | -23.1% | -4.1% |
| 6M | +143.6% | +11.5% | +132.1% | +142.0% |
| YTD | +118.5% | +6.8% | +111.7% | +117.9% |
| 1Y | +129.2% | +31.1% | +98.1% | +104.1% |
| All | +129.2% | +29.2% | +100.0% | +104.1% |
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 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