+132.2%
HIMS vs TOST
-47.1%
+179.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.3% |
| 7D | -25.6% | +3.0% | -28.5% | -26.4% |
| 30D | -38.1% | +10.3% | -48.4% | -40.7% |
| 3M | -39.8% | -3.3% | -36.5% | -39.3% |
| 6M | -32.3% | +37.8% | -70.1% | -41.2% |
| YTD | -41.1% | -2.8% | -38.3% | -42.3% |
| 1Y | -53.4% | -9.6% | -43.8% | -53.1% |
| 3Y | +180.9% | +144.6% | +36.3% | +85.6% |
| 5Y | +138.5% | -31.0% | +169.5% | +113.8% |
| All | +132.2% | -47.1% | +179.3% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling