+575.2%
HLT vs DPZ
+141.0%
+434.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -1.6% | -8.6% | +7.0% | +0.2% |
| 30D | -5.0% | -11.9% | +6.9% | -2.6% |
| 3M | -10.4% | +0.4% | -10.8% | -10.9% |
| 6M | +3.2% | -19.9% | +23.1% | +7.6% |
| YTD | +6.7% | -24.4% | +31.1% | +12.5% |
| 1Y | +10.3% | -30.4% | +40.7% | +18.2% |
| 3Y | +99.3% | -17.4% | +116.7% | +104.8% |
| 5Y | +143.7% | -34.6% | +178.3% | +154.8% |
| All | +575.2% | +141.0% | +434.2% | +422.6% |
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