+453.2%
HUT vs DPZ
+65.8%
+387.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.0% | +6.8% |
| 7D | +28.3% | -1.5% | +29.7% | +28.7% |
| 30D | +12.3% | -4.4% | +16.7% | +13.3% |
| 3M | -16.8% | +7.6% | -24.5% | -20.1% |
| 6M | +111.4% | -16.9% | +128.3% | +120.4% |
| YTD | +116.6% | -18.6% | +135.2% | +126.9% |
| 1Y | +290.5% | -26.7% | +317.1% | +321.8% |
| 3Y | +792.3% | -9.3% | +801.6% | +803.4% |
| 5Y | +94.1% | -31.0% | +125.1% | +97.9% |
| All | +453.2% | +65.8% | +387.3% | +508.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling