+6,653.0%
DPZ vs HBM
+435.3%
+6,217.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 3M | -6.2% | -20.5% | +14.3% | -4.8% |
| 6M | +4.3% | -7.9% | +12.1% | +3.7% |
| YTD | -16.6% | +3.8% | -20.4% | -18.6% |
| 1Y | -12.8% | +31.7% | -44.5% | -16.9% |
| 3Y | -0.8% | +342.4% | -343.2% | -17.0% |
| 5Y | -25.8% | +205.5% | -231.3% | -37.4% |
| 10Y | +130.9% | +379.4% | -248.6% | +67.3% |
| All | +6,653.0% | +435.3% | +6,217.7% | +4,651.7% |
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 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