-28.2%
DPZ vs THC
+266.8%
-295.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +2.2% | +8.8% | -6.7% | +0.9% |
| 30D | +6.7% | +10.0% | -3.4% | +5.2% |
| 3M | -4.5% | +11.7% | -16.2% | -6.1% |
| 6M | +3.3% | +52.5% | -49.2% | -3.1% |
| YTD | -19.4% | +46.1% | -65.5% | -24.3% |
| 1Y | -17.3% | +49.1% | -66.4% | -22.7% |
| 3Y | -8.4% | +439.6% | -448.0% | -33.5% |
| 5Y | -28.2% | +263.2% | -291.4% | -44.7% |
| All | -28.2% | +266.8% | -295.0% | -44.7% |
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