+1,513.6%
HWM vs DLTR
+86.5%
+1,427.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -20.7% | +9.8% | -30.6% | -22.5% |
| 6M | -17.2% | +58.6% | -75.8% | -25.4% |
| YTD | +9.1% | +14.8% | -5.8% | +4.8% |
| 1Y | +9.0% | +33.0% | -24.0% | +1.4% |
| 3Y | +353.8% | +23.8% | +330.0% | +316.5% |
| 5Y | +608.0% | +24.9% | +583.1% | +527.6% |
| 10Y | +1,510.3% | +81.6% | +1,428.8% | +1,183.7% |
| All | +1,513.6% | +86.5% | +1,427.1% | +1,188.1% |
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