+5,622.1%
DPZ vs HUBB
+1,644.1%
+3,978.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.5% | +0.5% | -3.1% | -2.8% |
| 30D | -7.0% | -10.0% | +3.1% | -3.2% |
| 3M | +11.6% | -4.8% | +16.4% | +12.4% |
| 6M | -15.2% | -5.6% | -9.6% | -15.0% |
| YTD | -17.2% | +4.7% | -21.9% | -20.9% |
| 1Y | -24.8% | +6.7% | -31.5% | -29.1% |
| 3Y | -8.7% | +45.8% | -54.4% | -27.1% |
| 5Y | -28.9% | +145.9% | -174.8% | -56.2% |
| 10Y | +153.6% | +418.6% | -265.0% | -4.3% |
| All | +5,622.1% | +1,644.1% | +3,978.0% | +800.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling