+124.0%
DPZ vs HSY
+125.6%
-1.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | +6.6% | +7.5% | -1.0% | +5.1% |
| 30D | +10.3% | +11.1% | -0.8% | +8.1% |
| 3M | -6.2% | -1.9% | -4.2% | -5.9% |
| 6M | +4.2% | -3.0% | +7.2% | +4.6% |
| YTD | -18.4% | 0.0% | -18.4% | -18.7% |
| 1Y | -14.9% | +9.4% | -24.4% | -16.7% |
| 3Y | -4.6% | +3.8% | -8.4% | -7.0% |
| 5Y | -27.4% | +15.2% | -42.6% | -31.6% |
| All | +124.0% | +125.6% | -1.6% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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