+145.0%
DPZ vs HIG
+261.7%
-116.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +15.5% | +4.2% | +11.3% | +14.5% |
| 3M | -2.0% | +0.2% | -2.2% | -2.0% |
| 6M | +12.1% | +4.6% | +7.5% | +11.1% |
| YTD | -16.6% | +1.1% | -17.7% | -16.9% |
| 1Y | -14.6% | +4.7% | -19.3% | -15.5% |
| 3Y | -4.1% | +95.5% | -99.6% | -16.1% |
| 5Y | -28.3% | +111.7% | -140.0% | -38.6% |
| All | +145.0% | +261.7% | -116.7% | +79.6% |
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