-47.6%
HIMS vs TOST
-10.2%
-37.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.1% |
| 7D | -21.9% | -3.6% | -18.4% | -21.2% |
| 30D | -32.1% | +8.9% | -41.0% | -33.8% |
| 3M | -31.8% | -2.2% | -29.6% | -31.8% |
| 6M | -28.6% | +41.0% | -69.6% | -35.5% |
| YTD | -35.9% | -4.0% | -31.9% | -39.5% |
| 1Y | -47.6% | -9.6% | -38.1% | -49.3% |
| All | -47.6% | -10.2% | -37.4% | -49.3% |
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