+261.2%
HL vs DPZ
+145.4%
+115.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -5.6% | -8.6% | +3.0% | -3.8% |
| 30D | +12.7% | -11.2% | +24.0% | +15.5% |
| 3M | +42.5% | +1.4% | +41.1% | +41.0% |
| 6M | -9.0% | -19.9% | +10.9% | -5.2% |
| YTD | +4.4% | -23.0% | +27.4% | +9.5% |
| 1Y | +82.7% | -28.2% | +110.9% | +95.0% |
| 3Y | +406.3% | -14.2% | +420.5% | +412.3% |
| 5Y | +238.2% | -33.4% | +271.6% | +254.9% |
| All | +261.2% | +145.4% | +115.8% | +130.1% |
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