+249.2%
HPE vs DPZ
-10.0%
+259.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +7.9% |
| 7D | +10.1% | -1.5% | +11.6% | +10.3% |
| 30D | +5.3% | -4.4% | +9.7% | +5.6% |
| 3M | +12.7% | +7.6% | +5.0% | +11.6% |
| 6M | +167.7% | -16.9% | +184.6% | +179.0% |
| YTD | +135.5% | -18.6% | +154.1% | +146.4% |
| 1Y | +143.4% | -26.7% | +170.0% | +161.2% |
| 3Y | +249.2% | -9.3% | +258.5% | +250.1% |
| All | +249.2% | -10.0% | +259.2% | +250.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling