+650.3%
HCA vs DPZ
+140.2%
+510.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -0.9% |
| 7D | +0.8% | +2.2% | -1.4% | +0.3% |
| 30D | +6.1% | +15.5% | -9.4% | +2.7% |
| 3M | +21.4% | -2.0% | +23.4% | +21.7% |
| 6M | +17.2% | +12.1% | +5.0% | +13.6% |
| YTD | +7.5% | -16.6% | +24.0% | +11.0% |
| 1Y | +6.2% | -14.6% | +20.7% | +9.0% |
| 3Y | +122.0% | -4.1% | +126.2% | +117.1% |
| 5Y | +112.2% | -28.3% | +140.5% | +118.0% |
| All | +650.3% | +140.2% | +510.0% | +477.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling