-12.8%
DPZ vs THC
+38.7%
-51.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.0% |
| 3M | -6.2% | +9.4% | -15.7% | -6.8% |
| 6M | +4.3% | +53.3% | -49.0% | +2.3% |
| YTD | -16.6% | +44.2% | -60.8% | -16.8% |
| 1Y | -12.8% | +37.3% | -50.1% | -13.0% |
| All | -12.8% | +38.7% | -51.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling