+8.1%
HD vs TOST
-36.3%
+44.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +5.2% | +3.0% | +2.2% | +4.7% |
| 30D | +20.7% | +10.3% | +10.5% | +18.8% |
| 3M | +0.8% | -3.3% | +4.1% | +1.2% |
| 6M | +12.2% | +37.8% | -25.6% | +6.3% |
| YTD | +4.2% | -2.8% | +7.0% | +3.4% |
| 1Y | -2.6% | -9.6% | +7.0% | -2.3% |
| 3Y | +30.0% | +144.6% | -114.6% | +7.7% |
| 5Y | +8.1% | -31.0% | +39.1% | -7.7% |
| All | +8.1% | -36.3% | +44.3% | -7.7% |
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