+640.6%
HWM vs DLTR
+29.9%
+610.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -12.5% | -9.4% | -3.1% | -11.2% |
| 30D | -19.0% | -7.3% | -11.7% | -18.1% |
| 3M | -8.6% | +7.6% | -16.2% | -9.7% |
| 6M | -10.2% | +1.6% | -11.7% | -10.9% |
| YTD | +11.3% | -3.5% | +14.9% | +11.2% |
| 1Y | +24.3% | +20.0% | +4.2% | +20.3% |
| 3Y | +382.3% | +2.3% | +380.0% | +374.2% |
| 5Y | +640.6% | +31.5% | +609.1% | +627.2% |
| All | +640.6% | +29.9% | +610.8% | +627.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling