+151.8%
HPE vs DPZ
-29.3%
+181.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +3.9% |
| 7D | +13.6% | -7.3% | +20.9% | +11.4% |
| 30D | +7.7% | -7.6% | +15.3% | +5.6% |
| 3M | +22.4% | +1.8% | +20.6% | +25.0% |
| 6M | +172.6% | -21.8% | +194.4% | +177.9% |
| YTD | +147.5% | -22.0% | +169.5% | +152.9% |
| 1Y | +151.8% | -28.6% | +180.4% | +147.0% |
| All | +151.8% | -29.3% | +181.0% | +147.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling