-28.8%
DPZ vs THC
+250.3%
-279.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -2.5% | -0.7% | -1.9% | -2.5% |
| 30D | -7.0% | +1.3% | -8.2% | -7.2% |
| 3M | +11.6% | +64.2% | -52.6% | +4.0% |
| 6M | -15.2% | +8.3% | -23.4% | -16.5% |
| YTD | -17.2% | +33.4% | -50.6% | -21.1% |
| 1Y | -24.8% | +37.7% | -62.5% | -28.9% |
| 3Y | -8.7% | +236.8% | -245.5% | -27.4% |
| All | -28.8% | +250.3% | -279.2% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling