+61.8%
HBAN vs DPZ
+5,417.8%
-5,355.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +0.7% | -2.5% | +3.2% | +1.5% |
| 30D | -3.2% | -7.0% | +3.7% | -1.1% |
| 3M | +4.0% | +11.6% | -7.6% | -0.4% |
| 6M | +3.1% | -15.2% | +18.3% | +7.7% |
| YTD | 0.0% | -17.2% | +17.3% | +5.0% |
| 1Y | -1.2% | -24.8% | +23.7% | +6.9% |
| 3Y | +72.5% | -8.7% | +81.1% | +71.0% |
| 5Y | +39.3% | -28.9% | +68.2% | +46.4% |
| 10Y | +157.3% | +153.6% | +3.7% | +48.1% |
| All | +61.8% | +5,417.8% | -5,355.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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