+5,622.1%
DPZ vs HDB
+1,919.1%
+3,703.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | -7.0% | -2.8% | -4.2% | -6.2% |
| 3M | +11.6% | -3.5% | +15.1% | +12.3% |
| 6M | -15.2% | -24.7% | +9.5% | -8.7% |
| YTD | -17.2% | -36.6% | +19.3% | -6.6% |
| 1Y | -24.8% | -34.4% | +9.5% | -16.1% |
| 3Y | -8.7% | -24.4% | +15.7% | -3.9% |
| 5Y | -28.9% | -35.4% | +6.4% | -23.2% |
| 10Y | +153.6% | +39.5% | +114.1% | +96.7% |
| All | +5,622.1% | +1,919.1% | +3,703.0% | +2,239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling