+128.4%
HL vs DPZ
+5,462.3%
-5,333.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.7% |
| 7D | -11.1% | +2.2% | -13.4% | -11.8% |
| 30D | -12.1% | +15.5% | -27.6% | -16.0% |
| 3M | -26.1% | -2.0% | -24.1% | -26.0% |
| 6M | -37.7% | +12.1% | -49.9% | -40.8% |
| YTD | -31.7% | -16.6% | -15.1% | -29.2% |
| 1Y | -11.6% | -14.6% | +2.9% | -9.1% |
| 3Y | +249.6% | -4.1% | +253.8% | +241.3% |
| 5Y | +108.5% | -28.3% | +136.8% | +118.1% |
| 10Y | +127.0% | +141.3% | -14.3% | +44.4% |
| All | +128.4% | +5,462.3% | -5,333.9% | -68.8% |
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