+82.9%
HST vs DPZ
-29.5%
+112.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +3.6% | -2.5% | +6.1% | +4.2% |
| 30D | +9.9% | +12.5% | -2.6% | +6.6% |
| 3M | +12.9% | -5.2% | +18.1% | +14.2% |
| 6M | +22.9% | +8.8% | +14.1% | +19.4% |
| YTD | +52.4% | -18.7% | +71.1% | +59.5% |
| 1Y | +52.5% | -15.7% | +68.2% | +57.9% |
| 3Y | +87.4% | -7.5% | +94.9% | +87.5% |
| 5Y | +82.9% | -30.1% | +113.0% | +80.3% |
| All | +82.9% | -29.5% | +112.5% | +80.3% |
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