-11.2%
HUM vs DPZ
-12.8%
+1.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.5% |
| 7D | -0.2% | -7.3% | +7.0% | +0.3% |
| 30D | +3.7% | -7.6% | +11.3% | +4.2% |
| 3M | +10.4% | +1.8% | +8.6% | +9.8% |
| 6M | +125.7% | -21.8% | +147.5% | +131.5% |
| YTD | +57.3% | -22.0% | +79.4% | +61.4% |
| 1Y | +48.6% | -28.6% | +77.2% | +54.4% |
| All | -11.2% | -12.8% | +1.6% | -6.4% |
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