+132.0%
DPZ vs HSY
+131.3%
+0.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.7% |
| 7D | -3.5% | +1.1% | -4.7% | -3.8% |
| 30D | +5.7% | +7.7% | -2.0% | +4.2% |
| 3M | -7.5% | -2.3% | -5.2% | -7.1% |
| 6M | +6.2% | -5.3% | +11.5% | +7.1% |
| YTD | -19.8% | -0.9% | -18.9% | -20.0% |
| 1Y | -18.0% | +5.2% | -23.2% | -19.0% |
| 3Y | -8.8% | +0.7% | -9.5% | -10.5% |
| 5Y | -30.2% | +12.2% | -42.4% | -33.8% |
| 10Y | +132.0% | +131.1% | +0.9% | +108.6% |
| All | +132.0% | +131.3% | +0.7% | +108.6% |
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