+242.8%
HL vs DPZ
-31.1%
+273.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +7.1% | -1.5% | +8.5% | +7.4% |
| 30D | +21.4% | -4.4% | +25.9% | +22.4% |
| 3M | +37.4% | +7.6% | +29.8% | +34.2% |
| 6M | +0.4% | -16.9% | +17.4% | +4.5% |
| YTD | +6.7% | -18.6% | +25.3% | +11.3% |
| 1Y | +102.4% | -26.7% | +129.0% | +117.5% |
| 3Y | +417.4% | -9.3% | +426.7% | +418.5% |
| All | +242.8% | -31.1% | +273.9% | +232.5% |
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