+5,622.1%
DPZ vs THC
+439.6%
+5,182.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 6M | -15.2% | +8.3% | -23.4% | -16.6% |
| YTD | -17.2% | +33.4% | -50.6% | -21.3% |
| 1Y | -24.8% | +37.7% | -62.5% | -29.1% |
| 3Y | -8.7% | +236.8% | -245.5% | -25.8% |
| 5Y | -28.9% | +249.3% | -278.2% | -44.2% |
| 10Y | +153.6% | +995.2% | -841.6% | +40.8% |
| All | +5,622.1% | +439.6% | +5,182.5% | +2,437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling