+145.0%
DPZ vs HUBB
+381.1%
-236.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | +2.2% | +1.8% | +0.5% | +1.9% |
| 30D | +15.5% | -7.7% | +23.2% | +16.9% |
| 3M | -2.0% | -13.6% | +11.6% | +0.2% |
| 6M | +12.1% | -9.1% | +21.3% | +13.1% |
| YTD | -16.6% | -0.7% | -15.8% | -17.9% |
| 1Y | -14.6% | +1.1% | -15.6% | -16.3% |
| 3Y | -4.1% | +56.2% | -60.3% | -14.9% |
| 5Y | -28.3% | +126.6% | -154.9% | -41.4% |
| All | +145.0% | +381.1% | -236.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling