+679.3%
HST vs DLTR
+11,640.8%
-10,961.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | +2.5% | -3.5% | -1.6% |
| 30D | -12.3% | +2.1% | -14.3% | -12.7% |
| 3M | -6.4% | +20.3% | -26.6% | -10.1% |
| 6M | +15.0% | +11.5% | +3.5% | +11.2% |
| YTD | +30.5% | +6.8% | +23.7% | +27.1% |
| 1Y | +35.7% | +31.1% | +4.6% | +26.2% |
| 3Y | +68.4% | +10.7% | +57.7% | +57.4% |
| 5Y | +73.1% | +41.6% | +31.5% | +50.9% |
| 10Y | +92.7% | +58.1% | +34.6% | +58.9% |
| All | +679.3% | +11,640.8% | -10,961.5% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling