-28.0%
DPZ vs HAS
+57.3%
-85.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.4% | +4.8% |
| 7D | +10.1% | +2.4% | +7.7% | +9.6% |
| 30D | +14.6% | +31.6% | -17.0% | +8.5% |
| 3M | -6.8% | +33.9% | -40.6% | -12.0% |
| 6M | +4.4% | +31.4% | -27.0% | -1.5% |
| YTD | -16.8% | +51.6% | -68.5% | -24.0% |
| 1Y | -14.5% | +65.2% | -79.6% | -23.1% |
| 3Y | -1.1% | +188.7% | -189.8% | -22.3% |
| 5Y | -28.0% | +55.7% | -83.7% | -29.9% |
| All | -28.0% | +57.3% | -85.3% | -29.9% |
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 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