+42.5%
HAL vs TOST
-41.7%
+84.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -11.1% | +11.6% | -22.7% | -12.2% |
| 30D | -2.4% | +16.2% | -18.7% | -4.1% |
| 3M | +0.8% | +1.0% | -0.3% | +0.4% |
| 6M | -22.8% | +23.2% | -46.0% | -25.2% |
| YTD | +14.5% | -1.0% | +15.5% | +13.4% |
| 1Y | +20.2% | -9.9% | +30.1% | +20.4% |
| 3Y | -15.2% | +101.0% | -116.2% | -24.3% |
| 5Y | +42.5% | -40.4% | +82.9% | +48.0% |
| All | +42.5% | -41.7% | +84.2% | +48.0% |
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