+246.0%
HIMS vs DPZ
-5.8%
+251.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.7% | -11.8% |
| 7D | -9.1% | +3.7% | -12.8% | -10.5% |
| 30D | -25.8% | +8.0% | -33.8% | -28.3% |
| 3M | -27.4% | -4.2% | -23.2% | -26.7% |
| 6M | -18.9% | +4.6% | -23.4% | -22.5% |
| YTD | -29.4% | -18.4% | -10.9% | -22.4% |
| 1Y | -44.1% | -16.8% | -27.3% | -39.7% |
| 3Y | +246.0% | -5.0% | +251.0% | +263.9% |
| All | +246.0% | -5.8% | +251.8% | +263.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling