+277.1%
HST vs DPZ
+5,417.8%
-5,140.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | -1.0% | -2.5% | +1.5% | +0.1% |
| 30D | -12.3% | -7.0% | -5.3% | -9.6% |
| 3M | -6.4% | +11.6% | -18.0% | -11.6% |
| 6M | +15.0% | -15.2% | +30.2% | +21.7% |
| YTD | +30.5% | -17.2% | +47.8% | +39.1% |
| 1Y | +35.7% | -24.8% | +60.5% | +50.7% |
| 3Y | +68.4% | -8.7% | +77.0% | +66.3% |
| 5Y | +73.1% | -28.9% | +102.0% | +84.0% |
| 10Y | +92.7% | +153.6% | -60.9% | -11.2% |
| All | +277.1% | +5,417.8% | -5,140.7% | -72.2% |
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