+325.8%
HWM vs DPZ
-3.1%
+329.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.8% |
| 7D | +3.3% | +6.6% | -3.2% | +2.1% |
| 30D | -7.6% | +10.3% | -17.9% | -9.4% |
| 3M | -28.9% | -6.2% | -22.8% | -28.2% |
| 6M | -19.7% | +4.2% | -23.9% | -20.7% |
| YTD | +0.5% | -18.4% | +18.9% | +4.9% |
| 1Y | +0.3% | -14.9% | +15.2% | +3.2% |
| 3Y | +325.8% | -4.6% | +330.5% | +326.9% |
| All | +325.8% | -3.1% | +329.0% | +326.9% |
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 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