+566.9%
HPE vs DPZ
+255.3%
+311.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.0% |
| 7D | -9.7% | +2.2% | -11.9% | -10.2% |
| 30D | -34.8% | +6.7% | -41.4% | -35.7% |
| 3M | -12.1% | -4.5% | -7.6% | -11.9% |
| 6M | +53.7% | +3.3% | +50.4% | +50.8% |
| YTD | +101.9% | -19.4% | +121.4% | +108.6% |
| 1Y | +104.3% | -17.3% | +121.6% | +109.5% |
| 3Y | +223.1% | -8.4% | +231.4% | +219.5% |
| 5Y | +249.2% | -28.2% | +277.4% | +257.1% |
| 10Y | +372.4% | +130.9% | +241.6% | +229.3% |
| All | +566.9% | +255.3% | +311.6% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling