+4.8%
HUM vs DPZ
-34.0%
+38.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -1.4% | -8.6% | +7.1% | -0.7% |
| 30D | +7.5% | -11.2% | +18.7% | +8.5% |
| 3M | +10.2% | +1.4% | +8.8% | +9.7% |
| 6M | +132.5% | -19.9% | +152.4% | +136.9% |
| YTD | +57.6% | -23.0% | +80.6% | +61.3% |
| 1Y | +48.6% | -28.2% | +76.8% | +53.3% |
| 3Y | -11.2% | -14.2% | +3.1% | -10.1% |
| 5Y | +4.8% | -33.4% | +38.2% | +9.0% |
| All | +4.8% | -34.0% | +38.8% | +9.0% |
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