+36.8%
HST vs DLTR
+19.6%
+17.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.4% |
| 7D | -0.3% | -10.2% | +9.9% | +0.9% |
| 30D | -2.8% | -8.5% | +5.7% | -1.8% |
| 3M | -6.5% | +5.6% | -12.0% | -7.3% |
| 6M | +20.7% | +2.2% | +18.5% | +20.8% |
| YTD | +30.5% | -3.8% | +34.2% | +31.7% |
| 1Y | +36.8% | +22.9% | +13.8% | +26.9% |
| All | +36.8% | +19.6% | +17.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling