+124.0%
DPZ vs HUBB
+402.2%
-278.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.6% |
| 7D | +6.6% | +1.7% | +4.9% | +6.2% |
| 30D | +10.3% | -9.7% | +20.0% | +12.0% |
| 3M | -6.2% | -15.2% | +9.0% | -3.7% |
| 6M | +4.2% | -14.0% | +18.2% | +6.2% |
| YTD | -18.4% | -2.4% | -16.0% | -19.4% |
| 1Y | -14.9% | -5.8% | -9.1% | -15.5% |
| 3Y | -4.6% | +60.4% | -65.0% | -15.7% |
| 5Y | -27.4% | +125.4% | -152.8% | -40.4% |
| All | +124.0% | +402.2% | -278.2% | +75.2% |
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