+6,600.7%
DPZ vs HBM
+613.3%
+5,987.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.5% | -6.4% | +3.8% | -2.0% |
| 30D | -7.0% | +5.9% | -12.9% | -7.5% |
| 3M | +11.6% | -8.9% | +20.5% | +11.8% |
| 6M | -15.2% | +10.7% | -25.8% | -16.9% |
| YTD | -17.2% | +38.3% | -55.5% | -20.9% |
| 1Y | -24.8% | +121.3% | -146.2% | -31.6% |
| 3Y | -8.7% | +450.6% | -459.2% | -24.9% |
| 5Y | -28.9% | +338.0% | -366.9% | -41.8% |
| 10Y | +153.6% | +578.6% | -425.0% | +78.1% |
| All | +6,600.7% | +613.3% | +5,987.4% | +4,513.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling