+104.5%
HL vs TOST
-17.1%
+121.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -3.4% | +4.9% | +1.5% |
| 30D | +25.1% | -2.4% | +27.5% | +25.0% |
| 3M | +22.9% | +34.6% | -11.7% | +23.2% |
| 6M | -4.9% | +15.2% | -20.1% | -3.8% |
| YTD | +7.8% | -4.4% | +12.2% | +8.7% |
| All | +104.5% | -17.1% | +121.7% | +90.7% |
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 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