+16.1%
HD vs TOST
-46.9%
+62.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.6% |
| 7D | +4.3% | +9.4% | -5.1% | +2.9% |
| 30D | +20.2% | +13.5% | +6.7% | +17.9% |
| 3M | -1.0% | -0.1% | -0.9% | -1.1% |
| 6M | +7.9% | +22.5% | -14.6% | +4.1% |
| YTD | +2.0% | -2.4% | +4.3% | +1.1% |
| 1Y | -4.3% | -4.7% | +0.4% | -4.8% |
| 3Y | +25.9% | +103.2% | -77.3% | +8.3% |
| 5Y | +5.8% | -41.2% | +47.1% | -8.7% |
| All | +16.1% | -46.9% | +62.9% | +0.6% |
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