-21.5%
DPZ vs HTZ
-89.5%
+68.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.5% | +7.5% | -10.0% | -2.9% |
| 30D | -7.0% | +47.4% | -54.4% | -9.0% |
| 3M | +11.6% | -54.9% | +66.5% | +14.9% |
| 6M | -15.2% | -47.0% | +31.8% | -14.0% |
| YTD | -17.2% | -55.3% | +38.0% | -15.4% |
| 1Y | -24.8% | -57.6% | +32.8% | -23.5% |
| 3Y | -8.7% | -86.6% | +77.9% | 0.0% |
| 5Y | -28.9% | -86.1% | +57.2% | -19.5% |
| All | -21.5% | -89.5% | +68.0% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling