+4.4%
HWM vs DPZ
-14.7%
+19.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.4% | -9.7% | -4.4% |
| 7D | +9.4% | +10.1% | -0.7% | +9.2% |
| 30D | -7.0% | +14.6% | -21.6% | -7.3% |
| 3M | -25.9% | -6.8% | -19.1% | -25.6% |
| 6M | -10.8% | +4.4% | -15.2% | -10.6% |
| YTD | +4.3% | -16.8% | +21.2% | +6.2% |
| 1Y | +4.4% | -14.5% | +18.8% | +5.2% |
| All | +4.4% | -14.7% | +19.1% | +5.2% |
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