+5,666.8%
DPZ vs FHN
0.0%
+5,666.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | +9.5% | -2.3% | +11.8% | +10.0% |
| 30D | +12.8% | -0.9% | +13.7% | +13.1% |
| 3M | -6.2% | -11.0% | +4.8% | -3.9% |
| 6M | +4.3% | -5.4% | +9.7% | +5.4% |
| YTD | -16.6% | -1.2% | -15.4% | -16.7% |
| 1Y | -12.8% | +10.5% | -23.3% | -15.1% |
| 3Y | -0.8% | +115.1% | -115.9% | -18.0% |
| 5Y | -25.8% | +58.1% | -83.9% | -37.5% |
| 10Y | +130.9% | +114.9% | +16.0% | +61.0% |
| All | +5,666.8% | 0.0% | +5,666.8% | +3,890.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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