+5,666.8%
DPZ vs HIG
+231.6%
+5,435.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +9.5% | +3.8% | +5.7% | +8.9% |
| 30D | +12.8% | +8.1% | +4.7% | +11.4% |
| 3M | -6.2% | -4.1% | -2.1% | -5.6% |
| 6M | +4.3% | +3.1% | +1.1% | +3.7% |
| YTD | -16.6% | +0.8% | -17.4% | -16.8% |
| 1Y | -12.8% | +8.8% | -21.7% | -14.1% |
| 3Y | -0.8% | +95.2% | -96.0% | -11.1% |
| 5Y | -25.8% | +110.8% | -136.6% | -34.6% |
| 10Y | +130.9% | +292.6% | -161.7% | +77.8% |
| All | +5,666.8% | +231.6% | +5,435.2% | +4,740.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling