+152.5%
HIMS vs TOST
-47.7%
+200.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.3% |
| 7D | -21.9% | -3.6% | -18.4% | -20.8% |
| 30D | -32.1% | +8.9% | -41.0% | -34.6% |
| 3M | -31.8% | -2.2% | -29.6% | -31.6% |
| 6M | -28.6% | +41.0% | -69.6% | -38.5% |
| YTD | -35.9% | -4.0% | -31.9% | -37.0% |
| 1Y | -47.6% | -9.6% | -38.1% | -47.3% |
| 3Y | +205.6% | +141.7% | +63.9% | +102.8% |
| 5Y | +170.3% | -29.5% | +199.7% | +141.2% |
| All | +152.5% | -47.7% | +200.3% | +135.5% |
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