+66.1%
HST vs DLTR
+6.7%
+59.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.0% |
| 7D | +2.0% | -5.8% | +7.8% | +2.9% |
| 30D | -5.2% | -5.2% | 0.0% | -4.5% |
| 3M | -6.2% | +15.2% | -21.4% | -8.6% |
| 6M | +20.4% | +7.1% | +13.3% | +18.3% |
| YTD | +30.6% | +0.8% | +29.8% | +29.5% |
| 1Y | +37.4% | +24.8% | +12.6% | +30.4% |
| 3Y | +66.1% | +6.9% | +59.2% | +53.5% |
| All | +66.1% | +6.7% | +59.5% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling