+167.9%
HL vs TOST
-47.1%
+215.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.5% | -7.1% |
| 7D | +8.2% | +3.0% | +5.2% | +7.7% |
| 30D | -16.3% | +10.3% | -26.5% | -17.9% |
| 3M | -18.6% | -3.3% | -15.3% | -18.2% |
| 6M | -23.2% | +37.8% | -61.0% | -28.5% |
| YTD | -25.5% | -2.8% | -22.7% | -26.3% |
| 1Y | -4.8% | -9.6% | +4.8% | -4.3% |
| 3Y | +281.4% | +144.6% | +136.8% | +197.4% |
| 5Y | +137.8% | -31.0% | +168.8% | +106.9% |
| All | +167.9% | -47.1% | +215.1% | +138.1% |
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 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