+124.0%
DPZ vs HIG
+276.3%
-152.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | +10.3% | +5.6% | +4.7% | +9.1% |
| 3M | -6.2% | -6.9% | +0.7% | -4.7% |
| 6M | +4.2% | +1.3% | +2.9% | +4.0% |
| YTD | -18.4% | -1.5% | -16.9% | -18.2% |
| 1Y | -14.9% | +6.6% | -21.5% | -16.1% |
| 3Y | -4.6% | +91.2% | -95.8% | -16.0% |
| 5Y | -27.4% | +106.1% | -133.5% | -37.4% |
| All | +124.0% | +276.3% | -152.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling