+390.2%
HPE vs DPZ
+129.5%
+260.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.9% |
| 7D | +0.3% | -3.5% | +3.9% | +0.8% |
| 30D | -28.6% | +5.7% | -34.2% | -29.3% |
| 3M | -7.4% | -7.5% | +0.1% | -6.6% |
| 6M | +63.7% | +6.2% | +57.5% | +60.0% |
| YTD | +111.7% | -19.8% | +131.5% | +118.4% |
| 1Y | +123.5% | -18.0% | +141.5% | +129.3% |
| 3Y | +238.7% | -8.8% | +247.5% | +236.2% |
| 5Y | +261.0% | -30.2% | +291.2% | +269.4% |
| 10Y | +390.2% | +132.0% | +258.2% | +305.6% |
| All | +390.2% | +129.5% | +260.7% | +305.6% |
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