+717.5%
HPE vs DLTR
+88.8%
+628.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +6.1% |
| 7D | +13.6% | -10.2% | +23.9% | +16.0% |
| 30D | +7.7% | -8.5% | +16.2% | +9.4% |
| 3M | +22.4% | +5.6% | +16.8% | +19.7% |
| 6M | +172.6% | +2.2% | +170.4% | +166.1% |
| YTD | +147.5% | -3.8% | +151.3% | +144.3% |
| 1Y | +151.8% | +22.9% | +128.8% | +133.1% |
| 3Y | +267.1% | +2.0% | +265.0% | +243.4% |
| 5Y | +362.8% | +29.8% | +332.9% | +286.7% |
| 10Y | +540.2% | +45.0% | +495.1% | +398.5% |
| All | +717.5% | +88.8% | +628.7% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling