+33.1%
HBAN vs TOST
-46.9%
+80.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.0% | +9.4% | -11.4% | -3.5% |
| 30D | +2.0% | +13.5% | -11.5% | -0.3% |
| 3M | -10.0% | -0.1% | -9.9% | -10.2% |
| 6M | -5.3% | +22.5% | -27.7% | -9.3% |
| YTD | -8.2% | -2.4% | -5.9% | -9.2% |
| 1Y | +4.2% | -4.7% | +8.9% | +3.4% |
| 3Y | +66.7% | +103.2% | -36.6% | +44.2% |
| 5Y | +21.7% | -41.2% | +63.0% | +4.6% |
| All | +33.1% | -46.9% | +80.0% | +15.0% |
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 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