+176.4%
HL vs TOST
-46.9%
+223.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | +8.9% | +9.4% | -0.5% | +7.1% |
| 30D | -10.1% | +13.5% | -23.6% | -12.3% |
| 3M | -7.0% | -0.1% | -6.9% | -7.3% |
| 6M | -18.8% | +22.5% | -41.2% | -22.8% |
| YTD | -23.1% | -2.4% | -20.8% | -24.0% |
| 1Y | +8.9% | -4.7% | +13.6% | +8.3% |
| 3Y | +255.0% | +103.2% | +151.8% | +186.5% |
| 5Y | +151.5% | -41.2% | +192.7% | +122.0% |
| All | +176.4% | -46.9% | +223.3% | +145.4% |
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