+9.0%
HWM vs DLTR
+33.3%
-24.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +11.1% | +2.4% | +8.7% | +10.6% |
| 30D | +3.0% | +21.5% | -18.5% | -0.5% |
| 3M | -20.7% | +9.8% | -30.6% | -21.9% |
| 6M | -17.2% | +58.6% | -75.8% | -25.3% |
| YTD | +9.1% | +14.8% | -5.8% | +7.4% |
| 1Y | +9.0% | +33.0% | -24.0% | +5.0% |
| All | +9.0% | +33.3% | -24.3% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling