+563.1%
HPE vs DLTR
+45.3%
+517.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.9% | +12.5% |
| 7D | +19.4% | -10.1% | +29.5% | +21.8% |
| 30D | +5.6% | -8.1% | +13.7% | +7.1% |
| 3M | +33.1% | +2.9% | +30.2% | +30.9% |
| 6M | +192.5% | +4.3% | +188.1% | +184.2% |
| YTD | +160.9% | -3.9% | +164.9% | +157.6% |
| 1Y | +155.0% | +18.9% | +136.1% | +138.0% |
| 3Y | +289.4% | +1.9% | +287.5% | +264.6% |
| 5Y | +395.7% | +31.0% | +364.7% | +312.8% |
| All | +563.1% | +45.3% | +517.8% | +423.2% |
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