-14.5%
DPZ vs HDB
-32.8%
+18.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.1% | +4.2% |
| 7D | +10.1% | +12.9% | -2.8% | +7.3% |
| 30D | +14.6% | +10.0% | +4.6% | +12.3% |
| 3M | -6.8% | +1.8% | -8.6% | -7.3% |
| 6M | +4.4% | -2.1% | +6.5% | +3.8% |
| YTD | -16.8% | -33.4% | +16.6% | -9.5% |
| 1Y | -14.5% | -32.9% | +18.4% | -7.2% |
| All | -14.5% | -32.8% | +18.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling