+1,658.7%
HCA vs DPZ
+2,376.8%
-718.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -3.1% | -2.5% | -0.5% | -2.5% |
| 30D | -1.1% | -7.0% | +5.8% | +0.6% |
| 3M | +12.2% | +11.6% | +0.6% | +8.7% |
| 6M | -25.3% | -15.2% | -10.2% | -22.7% |
| YTD | -12.9% | -17.2% | +4.3% | -9.4% |
| 1Y | -0.9% | -24.8% | +23.9% | +5.5% |
| 3Y | +47.6% | -8.7% | +56.3% | +46.1% |
| 5Y | +67.0% | -28.9% | +95.9% | +73.4% |
| 10Y | +471.4% | +153.6% | +317.8% | +286.8% |
| All | +1,658.7% | +2,376.8% | -718.1% | +419.7% |
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