-37.7%
HIMS vs TOST
+2.2%
-39.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.2% |
| 7D | -9.1% | +10.7% | -19.8% | -11.8% |
| 30D | -10.1% | +17.7% | -27.9% | -14.3% |
| 3M | -17.1% | +4.6% | -21.7% | -18.7% |
| 6M | -2.2% | +20.3% | -22.5% | -10.5% |
| YTD | -17.9% | -0.4% | -17.5% | -22.3% |
| 1Y | -37.7% | -0.8% | -36.9% | -41.2% |
| All | -37.7% | +2.2% | -39.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling