+1,547.2%
HWM vs DLTR
+56.6%
+1,490.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -12.5% | -9.4% | -3.1% | -10.7% |
| 30D | -19.0% | -7.3% | -11.7% | -17.7% |
| 3M | -8.6% | +7.6% | -16.2% | -10.2% |
| 6M | -10.2% | +1.6% | -11.7% | -11.2% |
| YTD | +11.3% | -3.5% | +14.9% | +11.1% |
| 1Y | +24.3% | +20.0% | +4.2% | +18.2% |
| 3Y | +382.3% | +2.3% | +380.0% | +361.5% |
| 5Y | +640.6% | +31.5% | +609.1% | +537.8% |
| All | +1,547.2% | +56.6% | +1,490.5% | +1,266.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling