+128.9%
DPZ vs THC
+1,438.5%
-1,309.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +9.5% | +5.9% | +3.6% | +9.0% |
| 30D | +12.8% | +10.8% | +2.0% | +11.8% |
| 3M | -6.2% | +9.4% | -15.7% | -7.0% |
| 6M | +4.3% | +53.3% | -49.0% | +0.3% |
| YTD | -16.6% | +44.2% | -60.8% | -19.6% |
| 1Y | -12.8% | +37.3% | -50.1% | -15.7% |
| 3Y | -0.8% | +421.6% | -422.4% | -15.1% |
| 5Y | -25.8% | +279.8% | -305.6% | -35.9% |
| All | +128.9% | +1,438.5% | -1,309.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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