-28.8%
DPZ vs HSY
+10.4%
-39.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -2.5% | -3.3% | +0.7% | -2.0% |
| 30D | -7.0% | -2.8% | -4.1% | -6.6% |
| 3M | +11.6% | -4.5% | +16.1% | +12.3% |
| 6M | -15.2% | -24.2% | +9.0% | -12.3% |
| YTD | -17.2% | -2.7% | -14.5% | -17.0% |
| 1Y | -24.8% | -3.7% | -21.1% | -24.6% |
| 3Y | -8.7% | -11.5% | +2.8% | -8.1% |
| All | -28.8% | +10.4% | -39.2% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling