+112.8%
HL vs TOST
-27.7%
+140.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -2.6% |
| 7D | -11.1% | 0.0% | -11.2% | -11.1% |
| 30D | -12.1% | +16.2% | -28.3% | -14.8% |
| 3M | -26.1% | -1.5% | -24.6% | -26.0% |
| 6M | -37.7% | +55.3% | -93.0% | -43.5% |
| YTD | -31.7% | -2.3% | -29.4% | -32.5% |
| 1Y | -11.6% | -5.5% | -6.1% | -12.0% |
| 3Y | +249.6% | +151.1% | +98.5% | +167.8% |
| All | +112.8% | -27.7% | +140.6% | +91.3% |
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