+122.4%
HST vs DLTR
+76.3%
+46.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +3.6% | +5.3% | -1.7% | +2.2% |
| 30D | +11.2% | +13.4% | -2.2% | +7.5% |
| 3M | +13.1% | +6.6% | +6.5% | +10.7% |
| 6M | +23.9% | +59.1% | -35.2% | +8.4% |
| YTD | +52.3% | +12.3% | +40.0% | +45.1% |
| 1Y | +56.7% | +33.9% | +22.8% | +42.0% |
| 3Y | +87.5% | +23.0% | +64.5% | +67.4% |
| 5Y | +82.8% | +22.1% | +60.7% | +59.1% |
| All | +122.4% | +76.3% | +46.2% | +62.9% |
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 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