+741.5%
HWM vs DPZ
-28.9%
+770.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -2.1% | -2.5% | +0.4% | -1.6% |
| 30D | -11.0% | -7.0% | -4.0% | -9.8% |
| 3M | +4.0% | +11.6% | -7.6% | +1.1% |
| 6M | -0.2% | -15.2% | +15.0% | +2.9% |
| YTD | +26.7% | -17.2% | +43.9% | +31.2% |
| 1Y | +44.7% | -24.8% | +69.6% | +53.1% |
| 3Y | +426.1% | -8.7% | +434.8% | +426.5% |
| All | +741.5% | -28.9% | +770.4% | +742.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling