+184.7%
HIMS vs DPZ
+41.7%
+143.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.2% |
| 7D | -2.7% | -7.3% | +4.6% | -0.7% |
| 30D | -12.2% | -7.6% | -4.6% | -10.6% |
| 3M | -3.7% | +1.8% | -5.5% | -5.5% |
| 6M | +25.9% | -21.8% | +47.7% | +33.9% |
| YTD | -14.1% | -22.0% | +7.9% | -8.6% |
| 1Y | -41.6% | -28.6% | -13.0% | -36.4% |
| 3Y | +327.3% | -13.1% | +340.3% | +345.5% |
| 5Y | +207.9% | -33.2% | +241.2% | +222.8% |
| All | +184.7% | +41.7% | +143.0% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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