-25.8%
DPZ vs HTZ
-94.7%
+68.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -20.8% | +21.1% | +1.4% |
| 7D | +9.5% | -7.7% | +17.2% | +9.8% |
| 30D | +12.8% | -13.1% | +25.9% | +13.3% |
| 3M | -6.2% | +14.7% | -21.0% | -7.6% |
| 6M | +4.3% | -70.6% | +74.9% | +9.8% |
| YTD | -16.6% | -65.2% | +48.6% | -13.7% |
| 1Y | -12.8% | -73.2% | +60.3% | -8.3% |
| 3Y | -0.8% | -80.8% | +80.0% | +4.6% |
| 5Y | -25.8% | -94.8% | +69.0% | -11.9% |
| All | -25.8% | -94.7% | +68.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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