+9.0%
HCA vs DPZ
-14.7%
+23.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.4% | +4.9% | +9.4% |
| 7D | +10.2% | +10.1% | +0.2% | +8.8% |
| 30D | +17.4% | +14.6% | +2.8% | +15.3% |
| 3M | +27.7% | -6.8% | +34.4% | +28.6% |
| 6M | +20.0% | +4.4% | +15.6% | +18.8% |
| YTD | +10.0% | -16.8% | +26.8% | +12.1% |
| 1Y | +9.0% | -14.5% | +23.5% | +10.4% |
| All | +9.0% | -14.7% | +23.7% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling