+7.8%
HD vs TOST
-41.7%
+49.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | +6.4% | +11.6% | -5.2% | +4.6% |
| 30D | +22.1% | +16.2% | +5.8% | +19.2% |
| 3M | -0.2% | +1.0% | -1.2% | -0.5% |
| 6M | +12.6% | +23.2% | -10.6% | +8.3% |
| YTD | +3.9% | -1.0% | +4.9% | +2.8% |
| 1Y | -3.7% | -9.9% | +6.2% | -3.5% |
| 3Y | +27.9% | +101.0% | -73.2% | +9.4% |
| 5Y | +7.8% | -40.4% | +48.2% | -6.1% |
| All | +7.8% | -41.7% | +49.5% | -6.1% |
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