+5,666.8%
DPZ vs HRB
+401.3%
+5,265.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +9.5% | +10.7% | -1.2% | +6.7% |
| 30D | +12.8% | +29.0% | -16.2% | +5.6% |
| 3M | -6.2% | +21.0% | -27.2% | -11.3% |
| 6M | +4.3% | +86.9% | -82.7% | -12.4% |
| YTD | -16.6% | +30.5% | -47.1% | -23.7% |
| 1Y | -12.8% | +13.6% | -26.4% | -17.4% |
| 3Y | -0.8% | +42.0% | -42.9% | -13.1% |
| 5Y | -25.8% | +157.2% | -183.1% | -46.0% |
| 10Y | +130.9% | +270.0% | -139.2% | +33.1% |
| All | +5,666.8% | +401.3% | +5,265.5% | +2,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling