-25.8%
DPZ vs HBM
+204.6%
-230.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +0.9% |
| 7D | +9.5% | -11.9% | +21.4% | +10.6% |
| 30D | +12.8% | -23.6% | +36.4% | +15.3% |
| 3M | -6.2% | -20.5% | +14.3% | -4.7% |
| 6M | +4.3% | -7.9% | +12.1% | +3.3% |
| YTD | -16.6% | +3.8% | -20.4% | -19.4% |
| 1Y | -12.8% | +31.7% | -44.5% | -18.4% |
| 3Y | -0.8% | +342.4% | -343.2% | -22.9% |
| 5Y | -25.8% | +205.5% | -231.3% | -42.1% |
| All | -25.8% | +204.6% | -230.4% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling