-25.8%
DPZ vs HSY
+14.4%
-40.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +9.5% | +10.7% | -1.2% | +7.6% |
| 30D | +12.8% | +10.3% | +2.5% | +11.0% |
| 3M | -6.2% | -0.4% | -5.8% | -6.3% |
| 6M | +4.3% | -2.5% | +6.8% | +4.4% |
| YTD | -16.6% | -0.3% | -16.3% | -16.7% |
| 1Y | -12.8% | +7.6% | -20.4% | -13.8% |
| 3Y | -0.8% | +3.2% | -4.0% | -2.8% |
| 5Y | -25.8% | +14.7% | -40.5% | -32.1% |
| All | -25.8% | +14.4% | -40.2% | -32.1% |
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