+77.7%
HAL vs TOST
-46.9%
+124.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -12.0% | +9.4% | -21.4% | -12.8% |
| 30D | +0.3% | +13.5% | -13.2% | -1.1% |
| 3M | -1.6% | -0.1% | -1.5% | -1.8% |
| 6M | -20.5% | +22.5% | -43.0% | -22.8% |
| YTD | +14.2% | -2.4% | +16.6% | +13.4% |
| 1Y | +18.9% | -4.7% | +23.6% | +18.2% |
| 3Y | -13.7% | +103.2% | -117.0% | -22.5% |
| 5Y | +42.2% | -41.2% | +83.4% | +37.4% |
| All | +77.7% | -46.9% | +124.6% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling