+124.0%
DPZ vs HRB
+249.6%
-125.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.5% |
| 7D | +6.6% | +2.7% | +3.9% | +6.2% |
| 30D | +10.3% | +22.1% | -11.8% | +7.2% |
| 3M | -6.2% | +15.7% | -21.9% | -8.4% |
| 6M | +4.2% | +83.3% | -79.1% | -4.7% |
| YTD | -18.4% | +25.0% | -43.4% | -21.7% |
| 1Y | -14.9% | +6.9% | -21.9% | -16.7% |
| 3Y | -4.6% | +39.0% | -43.7% | -10.4% |
| 5Y | -27.4% | +146.4% | -173.8% | -36.7% |
| All | +124.0% | +249.6% | -125.7% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling