+112.5%
HL vs DPZ
-29.5%
+142.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.8% |
| 7D | -7.6% | -2.5% | -5.2% | -7.1% |
| 30D | -17.5% | +12.5% | -30.0% | -19.6% |
| 3M | -26.2% | -5.2% | -21.0% | -25.5% |
| 6M | -35.1% | +8.8% | -43.8% | -37.0% |
| YTD | -30.4% | -18.7% | -11.7% | -27.3% |
| 1Y | -14.0% | -15.7% | +1.7% | -11.0% |
| 3Y | +256.3% | -7.5% | +263.8% | +254.2% |
| 5Y | +112.5% | -30.1% | +142.6% | +114.4% |
| All | +112.5% | -29.5% | +142.0% | +114.4% |
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