+540.2%
HPE vs DPZ
+143.2%
+397.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +5.8% |
| 7D | +13.6% | -7.3% | +20.9% | +15.0% |
| 30D | +7.7% | -7.6% | +15.3% | +9.0% |
| 3M | +22.4% | +1.8% | +20.6% | +21.1% |
| 6M | +172.6% | -21.8% | +194.4% | +183.8% |
| YTD | +147.5% | -22.0% | +169.5% | +157.5% |
| 1Y | +151.8% | -28.6% | +180.4% | +166.5% |
| 3Y | +267.1% | -13.1% | +280.1% | +268.5% |
| 5Y | +362.8% | -33.2% | +396.0% | +378.6% |
| 10Y | +540.2% | +147.0% | +393.1% | +374.6% |
| All | +540.2% | +143.2% | +397.0% | +374.6% |
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