+128.9%
DPZ vs HAS
+102.4%
+26.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +12.8% | +31.3% | -18.5% | +7.4% |
| 3M | -6.2% | +32.1% | -38.4% | -10.8% |
| 6M | +4.3% | +28.1% | -23.9% | -0.6% |
| YTD | -16.6% | +49.1% | -65.7% | -22.9% |
| 1Y | -12.8% | +60.5% | -73.4% | -20.4% |
| 3Y | -0.8% | +183.9% | -184.7% | -19.5% |
| 5Y | -25.8% | +51.2% | -77.0% | -33.2% |
| All | +128.9% | +102.4% | +26.5% | +85.9% |
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