+348.5%
HWM vs DPZ
-8.4%
+356.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +5.0% | -3.5% | +8.5% | +5.6% |
| 30D | +1.5% | +5.7% | -4.2% | +0.3% |
| 3M | -20.3% | -7.5% | -12.9% | -19.3% |
| 6M | -18.0% | +6.2% | -24.2% | -19.6% |
| YTD | +9.5% | -19.8% | +29.3% | +14.6% |
| 1Y | +7.5% | -18.0% | +25.4% | +11.6% |
| All | +348.5% | -8.4% | +356.9% | +352.1% |
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 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