+181.9%
HIMS vs TOST
+146.3%
+35.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.5% |
| 7D | -24.1% | 0.0% | -24.1% | -24.1% |
| 30D | -28.8% | +16.2% | -45.0% | -33.5% |
| 3M | -31.4% | -1.5% | -29.9% | -31.4% |
| 6M | -18.3% | +55.3% | -73.6% | -33.5% |
| YTD | -39.2% | -2.3% | -36.9% | -40.7% |
| 1Y | -45.3% | -5.5% | -39.7% | -45.9% |
| 3Y | +181.9% | +151.1% | +30.7% | +96.2% |
| All | +181.9% | +146.3% | +35.6% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling