+236.3%
HIMS vs TOST
-48.0%
+284.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -3.4% | -0.5% | -2.6% |
| 30D | -12.4% | -2.4% | -10.0% | -11.8% |
| 3M | -1.1% | +34.6% | -35.7% | -13.1% |
| 6M | +68.4% | +15.2% | +53.2% | +55.8% |
| YTD | -14.7% | -4.4% | -10.3% | -15.6% |
| 1Y | -42.4% | -17.4% | -25.0% | -39.8% |
| 3Y | +304.5% | +54.5% | +250.1% | +218.4% |
| All | +236.3% | -48.0% | +284.3% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling