-28.2%
DPZ vs HDB
-22.5%
-5.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +2.2% | +12.7% | -10.6% | -0.3% |
| 30D | +6.7% | +16.6% | -9.9% | +3.4% |
| 3M | -4.5% | +10.8% | -15.3% | -6.6% |
| 6M | +3.3% | +3.8% | -0.5% | +1.9% |
| YTD | -19.4% | -28.9% | +9.5% | -14.5% |
| 1Y | -17.3% | -28.0% | +10.7% | -12.4% |
| 3Y | -8.4% | -7.2% | -1.2% | -9.2% |
| 5Y | -28.2% | -22.2% | -6.0% | -27.8% |
| All | -28.2% | -22.5% | -5.7% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling