+630.8%
HLT vs DPZ
+464.5%
+166.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | -2.4% | -1.5% | -1.0% | -2.1% |
| 30D | -4.1% | -4.4% | +0.3% | -3.2% |
| 3M | -10.6% | +7.6% | -18.2% | -12.5% |
| 6M | +2.0% | -16.9% | +19.0% | +5.8% |
| YTD | +6.1% | -18.6% | +24.8% | +10.4% |
| 1Y | +9.8% | -26.7% | +36.5% | +16.9% |
| 3Y | +99.0% | -9.3% | +108.3% | +100.4% |
| 5Y | +151.5% | -31.0% | +182.5% | +162.1% |
| 10Y | +561.1% | +152.4% | +408.8% | +373.4% |
| All | +630.8% | +464.5% | +166.3% | +310.4% |
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 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