+1,497.0%
HWM vs DLTR
+82.3%
+1,414.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.6% |
| 7D | +7.3% | +5.3% | +2.0% | +6.2% |
| 30D | +1.6% | +13.4% | -11.8% | -1.2% |
| 3M | -21.9% | +6.6% | -28.5% | -23.1% |
| 6M | -19.0% | +59.1% | -78.1% | -27.1% |
| YTD | +7.9% | +12.3% | -4.3% | +4.1% |
| 1Y | +9.9% | +33.9% | -23.9% | +2.1% |
| 3Y | +342.1% | +23.0% | +319.1% | +305.9% |
| 5Y | +600.8% | +22.1% | +578.7% | +523.9% |
| 10Y | +1,493.8% | +77.5% | +1,416.3% | +1,176.2% |
| All | +1,497.0% | +82.3% | +1,414.8% | +1,180.6% |
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