+71.1%
HCA vs DPZ
-34.0%
+105.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | +2.9% | -8.6% | +11.5% | +4.9% |
| 30D | +2.4% | -11.2% | +13.6% | +5.0% |
| 3M | +13.0% | +1.4% | +11.6% | +12.3% |
| 6M | -21.4% | -19.9% | -1.5% | -17.9% |
| YTD | -9.5% | -23.0% | +13.6% | -4.7% |
| 1Y | +7.5% | -28.2% | +35.8% | +15.0% |
| 3Y | +57.6% | -14.2% | +71.8% | +56.5% |
| 5Y | +71.1% | -33.4% | +104.5% | +77.6% |
| All | +71.1% | -34.0% | +105.2% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling