+260.5%
HL vs DPZ
+5,417.8%
-5,157.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | +1.5% | -2.5% | +4.0% | +2.4% |
| 30D | +25.1% | -7.0% | +32.0% | +27.5% |
| 3M | +22.9% | +11.6% | +11.3% | +17.4% |
| 6M | -4.9% | -15.2% | +10.3% | -1.4% |
| YTD | +7.8% | -17.2% | +25.1% | +12.3% |
| 1Y | +133.9% | -24.8% | +158.7% | +151.2% |
| 3Y | +380.9% | -8.7% | +389.6% | +376.0% |
| 5Y | +230.2% | -28.9% | +259.1% | +245.9% |
| 10Y | +265.6% | +153.6% | +111.9% | +129.5% |
| All | +260.5% | +5,417.8% | -5,157.2% | -50.5% |
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 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