+59.2%
HAL vs TOST
-27.7%
+86.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.3% | +2.8% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +2.9% | +16.2% | -13.3% | +1.2% |
| 3M | +3.3% | -1.5% | +4.9% | +3.2% |
| 6M | -16.9% | +55.3% | -72.2% | -21.4% |
| YTD | +21.2% | -2.3% | +23.5% | +20.3% |
| 1Y | +27.5% | -5.5% | +33.1% | +27.1% |
| 3Y | -6.4% | +151.1% | -157.6% | -18.1% |
| All | +59.2% | -27.7% | +86.9% | +60.2% |
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