+207.7%
HIMS vs TOST
-38.4%
+246.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +8.6% |
| 7D | -6.1% | +9.4% | -15.5% | -9.8% |
| 30D | -12.0% | +13.5% | -25.5% | -16.6% |
| 3M | -12.3% | -0.1% | -12.2% | -12.9% |
| 6M | -3.3% | +22.5% | -25.7% | -13.2% |
| YTD | -19.9% | -2.4% | -17.6% | -21.8% |
| 1Y | -37.4% | -4.7% | -32.7% | -38.4% |
| 3Y | +314.0% | +103.2% | +210.8% | +191.2% |
| All | +207.7% | -38.4% | +246.1% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling