+145.0%
DPZ vs HRB
+221.6%
-76.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.8% |
| 7D | +2.2% | -5.1% | +7.3% | +3.0% |
| 30D | +15.5% | +8.7% | +6.8% | +14.1% |
| 3M | -2.0% | -5.4% | +3.4% | -1.3% |
| 6M | +12.1% | +41.6% | -29.4% | +6.4% |
| YTD | -16.6% | +18.7% | -35.2% | -19.4% |
| 1Y | -14.6% | +16.4% | -31.0% | -17.3% |
| 3Y | -4.1% | +22.0% | -26.1% | -8.5% |
| 5Y | -28.3% | +141.2% | -169.5% | -37.5% |
| All | +145.0% | +221.6% | -76.6% | +103.8% |
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