+1,900.3%
HUM vs DLTR
+10,500.9%
-8,600.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -1.4% | -9.4% | +8.0% | 0.0% |
| 30D | +7.5% | -7.3% | +14.8% | +8.6% |
| 3M | +10.2% | +7.6% | +2.7% | +8.7% |
| 6M | +132.5% | +1.6% | +131.0% | +129.8% |
| YTD | +57.6% | -3.5% | +61.2% | +57.1% |
| 1Y | +48.6% | +20.0% | +28.5% | +43.1% |
| 3Y | -11.2% | +2.3% | -13.4% | -14.7% |
| 5Y | +4.8% | +31.5% | -26.7% | -5.9% |
| 10Y | +147.1% | +45.4% | +101.7% | +111.3% |
| All | +1,900.3% | +10,500.9% | -8,600.6% | +860.8% |
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