+287.8%
HL vs TOST
-48.0%
+335.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -3.4% | +4.9% | +2.2% |
| 30D | +25.1% | -2.4% | +27.5% | +25.5% |
| 3M | +22.9% | +34.6% | -11.7% | +15.5% |
| 6M | -4.9% | +15.2% | -20.1% | -8.6% |
| YTD | +7.8% | -4.4% | +12.2% | +7.2% |
| 1Y | +133.9% | -17.4% | +151.3% | +138.1% |
| 3Y | +380.9% | +54.5% | +326.4% | +309.2% |
| All | +287.8% | -48.0% | +335.7% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling