-25.8%
DPZ vs HAS
+52.6%
-78.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | -6.2% | +32.1% | -38.4% | -11.3% |
| 6M | +4.3% | +28.1% | -23.9% | -1.1% |
| YTD | -16.6% | +49.1% | -65.7% | -23.5% |
| 1Y | -12.8% | +60.5% | -73.4% | -21.3% |
| 3Y | -0.8% | +183.9% | -184.7% | -21.9% |
| 5Y | -25.8% | +51.2% | -77.0% | -27.2% |
| All | -25.8% | +52.6% | -78.4% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling