-14.5%
DPZ vs HRB
+16.9%
-31.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.1% | +4.6% |
| 7D | +10.1% | +16.0% | -6.0% | +7.1% |
| 30D | +14.6% | +32.1% | -17.5% | +9.1% |
| 3M | -6.8% | +21.5% | -28.3% | -10.2% |
| 6M | +4.4% | +82.1% | -77.7% | -4.8% |
| YTD | -16.8% | +31.6% | -48.4% | -19.5% |
| 1Y | -14.5% | +15.9% | -30.4% | -14.9% |
| All | -14.5% | +16.9% | -31.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling