+134.4%
HL vs DPZ
+134.3%
+0.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.7% |
| 7D | -7.6% | -2.5% | -5.2% | -7.2% |
| 30D | -17.5% | +12.5% | -30.0% | -19.4% |
| 3M | -26.2% | -5.2% | -21.0% | -25.6% |
| 6M | -35.1% | +8.8% | -43.8% | -36.7% |
| YTD | -30.4% | -18.7% | -11.7% | -28.0% |
| 1Y | -14.0% | -15.7% | +1.7% | -11.7% |
| 3Y | +256.3% | -7.5% | +263.8% | +255.7% |
| 5Y | +112.5% | -30.1% | +142.6% | +120.0% |
| All | +134.4% | +134.3% | +0.1% | +99.2% |
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