-21.1%
DPZ vs HTZ
-89.7%
+68.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.2% | -3.7% | +5.0% |
| 7D | +10.1% | +18.9% | -8.9% | +9.2% |
| 30D | +14.6% | +26.3% | -11.7% | +13.2% |
| 3M | -6.8% | +49.7% | -56.4% | -9.0% |
| 6M | +4.4% | -61.1% | +65.5% | +8.0% |
| YTD | -16.8% | -56.0% | +39.2% | -15.0% |
| 1Y | -14.5% | -66.4% | +52.0% | -11.3% |
| 3Y | -1.1% | -75.8% | +74.7% | +1.7% |
| 5Y | -28.0% | -93.1% | +65.1% | -20.9% |
| All | -21.1% | -89.7% | +68.6% | -13.2% |
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