+155.0%
DPZ vs HAS
+56.4%
+98.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -7.0% | +2.3% | -9.2% | -7.3% |
| 3M | +11.6% | +10.4% | +1.2% | +9.5% |
| 6M | -15.2% | -3.2% | -11.9% | -15.0% |
| YTD | -17.2% | +15.4% | -32.7% | -19.8% |
| 1Y | -24.8% | +18.8% | -43.6% | -27.6% |
| 3Y | -8.7% | +43.9% | -52.6% | -16.4% |
| 5Y | -28.9% | +13.9% | -42.8% | -32.7% |
| All | +155.0% | +56.4% | +98.6% | +118.9% |
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