+19.7%
HPQ vs DPZ
-10.0%
+29.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +3.7% | -4.4% | +8.2% | +4.7% |
| 3M | +24.3% | +7.6% | +16.7% | +21.8% |
| 6M | +64.8% | -16.9% | +81.7% | +71.6% |
| YTD | +43.9% | -18.6% | +62.5% | +50.5% |
| 1Y | +11.7% | -26.7% | +38.3% | +19.8% |
| 3Y | +19.7% | -9.3% | +29.0% | +19.8% |
| All | +19.7% | -10.0% | +29.7% | +19.8% |
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