+396.0%
HPE vs DLTR
+30.4%
+365.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.9% | +12.5% |
| 7D | +19.4% | -10.1% | +29.5% | +21.0% |
| 30D | +5.6% | -8.1% | +13.7% | +6.6% |
| 3M | +33.1% | +2.9% | +30.2% | +31.4% |
| 6M | +192.5% | +4.3% | +188.1% | +186.3% |
| YTD | +160.9% | -3.9% | +164.9% | +158.6% |
| 1Y | +155.0% | +18.9% | +136.1% | +141.9% |
| 3Y | +289.4% | +1.9% | +287.5% | +269.0% |
| All | +396.0% | +30.4% | +365.6% | +371.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling