+124.0%
DPZ vs HAS
+101.4%
+22.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | +6.6% | -0.2% | +6.7% | +6.6% |
| 30D | +10.3% | +31.0% | -20.7% | +5.1% |
| 3M | -6.2% | +30.7% | -36.8% | -10.6% |
| 6M | +4.2% | +23.9% | -19.7% | 0.0% |
| YTD | -18.4% | +48.3% | -66.7% | -24.4% |
| 1Y | -14.9% | +60.2% | -75.2% | -22.3% |
| 3Y | -4.6% | +189.2% | -193.8% | -22.8% |
| 5Y | -27.4% | +50.4% | -77.8% | -34.6% |
| All | +124.0% | +101.4% | +22.6% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling