+192.0%
HIMS vs TOST
-46.1%
+238.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.6% | -9.2% | -9.5% |
| 7D | -18.9% | +11.6% | -30.5% | -22.7% |
| 30D | -18.4% | +16.2% | -34.6% | -23.3% |
| 3M | -24.0% | +1.0% | -25.0% | -24.8% |
| 6M | -8.6% | +23.2% | -31.8% | -18.1% |
| YTD | -25.9% | -1.0% | -24.9% | -28.0% |
| 1Y | -45.0% | -9.9% | -35.1% | -44.5% |
| 3Y | +271.3% | +101.0% | +170.3% | +163.6% |
| 5Y | +188.8% | -40.4% | +229.2% | +166.5% |
| All | +192.0% | -46.1% | +238.1% | +169.1% |
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