+25.0%
HL vs TOST
+2.2%
+22.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.5% | +7.7% | +12.6% |
| 7D | +0.2% | +10.7% | -10.5% | -0.7% |
| 30D | -12.1% | +17.7% | -29.9% | -13.3% |
| 3M | -2.8% | +4.6% | -7.5% | -3.6% |
| 6M | -14.9% | +20.3% | -35.2% | -15.3% |
| YTD | -22.0% | -0.4% | -21.7% | -19.4% |
| 1Y | +25.0% | -0.8% | +25.8% | +29.5% |
| All | +25.0% | +2.2% | +22.8% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling