+108.1%
HST vs DLTR
+45.9%
+62.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +0.7% | -9.4% | +10.1% | +3.1% |
| 30D | -0.7% | -7.3% | +6.7% | +1.1% |
| 3M | -4.0% | +7.6% | -11.6% | -6.2% |
| 6M | +20.7% | +1.6% | +19.1% | +18.6% |
| YTD | +31.0% | -3.5% | +34.6% | +30.1% |
| 1Y | +36.2% | +20.0% | +16.2% | +27.0% |
| 3Y | +66.6% | +2.3% | +64.4% | +56.4% |
| 5Y | +75.8% | +31.5% | +44.3% | +47.7% |
| All | +108.1% | +45.9% | +62.2% | +54.1% |
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 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