+30.6%
HUM vs DPZ
-25.6%
+56.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.3% |
| 7D | +4.2% | -2.5% | +6.7% | +4.0% |
| 30D | +10.4% | -7.0% | +17.3% | +10.1% |
| 3M | +15.1% | +11.6% | +3.5% | +14.8% |
| 6M | +120.9% | -15.2% | +136.1% | +124.1% |
| YTD | +57.9% | -17.2% | +75.2% | +62.5% |
| 1Y | +30.6% | -24.8% | +55.4% | +49.1% |
| All | +30.6% | -25.6% | +56.1% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling