+41.7%
HBAN vs TOST
-50.3%
+91.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -1.5% | -4.7% | +3.2% | -0.7% |
| 30D | -5.5% | -9.1% | +3.6% | -4.1% |
| 3M | -0.2% | +29.8% | -30.0% | -4.8% |
| 6M | +5.2% | +10.0% | -4.9% | +2.5% |
| YTD | -2.3% | -8.6% | +6.3% | -2.1% |
| 1Y | -2.2% | -20.7% | +18.5% | +0.2% |
| 3Y | +73.8% | +55.7% | +18.1% | +56.3% |
| All | +41.7% | -50.3% | +91.9% | +24.0% |
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 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