-25.8%
DPZ vs HIG
+108.7%
-134.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +9.5% | +3.8% | +5.7% | +8.1% |
| 30D | +12.8% | +8.1% | +4.7% | +9.9% |
| 3M | -6.2% | -4.1% | -2.1% | -4.9% |
| 6M | +4.3% | +3.1% | +1.1% | +3.2% |
| YTD | -16.6% | +0.8% | -17.4% | -17.1% |
| 1Y | -12.8% | +8.8% | -21.7% | -15.5% |
| 3Y | -0.8% | +95.2% | -96.0% | -20.6% |
| 5Y | -25.8% | +110.8% | -136.6% | -43.1% |
| All | -25.8% | +108.7% | -134.5% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling