+124.0%
DPZ vs HBM
+376.3%
-252.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +6.6% | -3.6% | +10.2% | +6.8% |
| 30D | +10.3% | -19.2% | +29.5% | +11.5% |
| 3M | -6.2% | -20.5% | +14.3% | -5.2% |
| 6M | +4.2% | -12.8% | +17.1% | +4.2% |
| YTD | -18.4% | +5.4% | -23.8% | -19.9% |
| 1Y | -14.9% | +33.0% | -47.9% | -17.9% |
| 3Y | -4.6% | +357.3% | -361.9% | -16.2% |
| 5Y | -27.4% | +210.4% | -237.8% | -36.0% |
| All | +124.0% | +376.3% | -252.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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