+389.9%
HWM vs DLTR
+6.7%
+383.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -5.6% | -5.1% | -10.1% |
| 7D | -9.2% | -5.8% | -3.3% | -8.6% |
| 30D | -17.9% | -5.2% | -12.6% | -17.4% |
| 3M | -6.0% | +15.2% | -21.2% | -7.4% |
| 6M | -7.4% | +7.1% | -14.5% | -8.4% |
| YTD | +13.1% | +0.8% | +12.3% | +12.4% |
| 1Y | +29.3% | +24.8% | +4.5% | +26.7% |
| 3Y | +389.9% | +6.9% | +383.0% | +380.0% |
| All | +389.9% | +6.7% | +383.3% | +380.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling