+73.7%
HST vs DLTR
+34.4%
+39.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.2% |
| 7D | +2.0% | -5.8% | +7.8% | +3.2% |
| 30D | -5.2% | -5.2% | 0.0% | -4.3% |
| 3M | -6.2% | +15.2% | -21.4% | -9.2% |
| 6M | +20.4% | +7.1% | +13.3% | +17.6% |
| YTD | +30.6% | +0.8% | +29.8% | +29.0% |
| 1Y | +37.4% | +24.8% | +12.6% | +28.8% |
| 3Y | +66.1% | +6.9% | +59.2% | +57.2% |
| 5Y | +73.7% | +33.2% | +40.5% | +71.9% |
| All | +73.7% | +34.4% | +39.3% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling