-4.6%
DPZ vs HDB
-11.1%
+6.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.4% |
| 7D | +6.6% | +13.3% | -6.8% | +4.4% |
| 30D | +10.3% | +13.6% | -3.3% | +8.0% |
| 3M | -6.2% | +5.8% | -11.9% | -7.2% |
| 6M | +4.2% | -1.9% | +6.2% | +3.9% |
| YTD | -18.4% | -31.2% | +12.8% | -14.7% |
| 1Y | -14.9% | -29.6% | +14.6% | -11.4% |
| 3Y | -4.6% | -10.1% | +5.5% | -5.1% |
| All | -4.6% | -11.1% | +6.5% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling