+2,573.4%
HUM vs DPZ
+5,326.0%
-2,752.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | +2.1% | -1.5% | +3.5% | +2.4% |
| 30D | +4.7% | -4.4% | +9.1% | +5.5% |
| 3M | +13.5% | +7.6% | +5.9% | +11.3% |
| 6M | +126.7% | -16.9% | +143.6% | +133.2% |
| YTD | +58.5% | -18.6% | +77.2% | +63.5% |
| 1Y | +31.7% | -26.7% | +58.4% | +38.8% |
| 3Y | -10.6% | -9.3% | -1.3% | -11.3% |
| 5Y | +2.5% | -31.0% | +33.5% | +5.7% |
| 10Y | +148.7% | +152.4% | -3.7% | +84.8% |
| All | +2,573.4% | +5,326.0% | -2,752.6% | +837.9% |
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