+324.8%
HST vs DPZ
+5,341.2%
-5,016.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.9% |
| 7D | -2.7% | +6.6% | -9.2% | -5.4% |
| 30D | +10.7% | +10.3% | +0.4% | +5.8% |
| 3M | +6.3% | -6.2% | +12.4% | +8.5% |
| 6M | +19.0% | +4.2% | +14.7% | +15.1% |
| YTD | +47.0% | -18.4% | +65.4% | +56.9% |
| 1Y | +53.4% | -14.9% | +68.4% | +60.7% |
| 3Y | +78.0% | -4.6% | +82.6% | +72.0% |
| 5Y | +71.7% | -27.4% | +99.1% | +80.4% |
| 10Y | +146.2% | +125.9% | +20.3% | +20.6% |
| All | +324.8% | +5,341.2% | -5,016.4% | -68.7% |
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