+343.8%
HPE vs DPZ
-30.2%
+374.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.0% |
| 7D | +10.1% | -1.5% | +11.6% | +10.4% |
| 30D | +5.3% | -4.4% | +9.7% | +6.0% |
| 3M | +12.7% | +7.6% | +5.0% | +10.5% |
| 6M | +167.7% | -16.9% | +184.6% | +178.1% |
| YTD | +135.5% | -18.6% | +154.1% | +145.6% |
| 1Y | +143.4% | -26.7% | +170.0% | +160.3% |
| 3Y | +249.2% | -9.3% | +258.5% | +247.4% |
| 5Y | +343.8% | -31.0% | +374.9% | +326.5% |
| All | +343.8% | -30.2% | +374.0% | +326.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling