+155.0%
DPZ vs HIG
+318.8%
-163.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | -7.0% | -3.2% | -3.7% | -6.3% |
| 3M | +11.6% | +9.1% | +2.5% | +9.6% |
| 6M | -15.2% | -1.8% | -13.4% | -14.9% |
| YTD | -17.2% | +1.8% | -19.0% | -17.7% |
| 1Y | -24.8% | +4.6% | -29.4% | -25.7% |
| 3Y | -8.7% | +101.6% | -110.3% | -20.5% |
| 5Y | -28.9% | +124.5% | -153.4% | -39.7% |
| All | +155.0% | +318.8% | -163.8% | +77.7% |
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