+155.0%
DPZ vs HSY
+121.4%
+33.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -2.5% | -3.3% | +0.7% | -1.9% |
| 30D | -7.0% | -2.8% | -4.1% | -6.5% |
| 3M | +11.6% | -4.5% | +16.1% | +12.5% |
| 6M | -15.2% | -24.2% | +9.0% | -11.0% |
| YTD | -17.2% | -2.7% | -14.5% | -17.1% |
| 1Y | -24.8% | -3.7% | -21.1% | -24.7% |
| 3Y | -8.7% | -11.5% | +2.8% | -7.9% |
| 5Y | -28.9% | +10.3% | -39.3% | -32.5% |
| All | +155.0% | +121.4% | +33.6% | +120.7% |
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