-27.8%
DPZ vs HRB
+142.1%
-169.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | +3.7% | -2.4% | +6.1% | +4.2% |
| 30D | +8.0% | +15.7% | -7.7% | +5.1% |
| 3M | -4.2% | +11.4% | -15.6% | -6.4% |
| 6M | +4.6% | +40.7% | -36.1% | -2.2% |
| YTD | -18.4% | +21.0% | -39.4% | -21.8% |
| 1Y | -16.8% | +7.2% | -24.0% | -18.5% |
| 3Y | -5.0% | +29.2% | -34.2% | -11.7% |
| 5Y | -27.8% | +142.3% | -170.1% | -40.5% |
| All | -27.8% | +142.1% | -169.9% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling