+140.3%
HLT vs TOST
-50.8%
+191.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.6% | -5.4% | +3.8% | -0.6% |
| 30D | -5.0% | -5.7% | +0.7% | -4.0% |
| 3M | -10.4% | +30.1% | -40.5% | -15.0% |
| 6M | +3.2% | +11.9% | -8.7% | +0.1% |
| YTD | +6.7% | -9.5% | +16.3% | +7.2% |
| 1Y | +10.3% | -21.3% | +31.5% | +13.2% |
| 3Y | +99.3% | +50.7% | +48.7% | +75.2% |
| All | +140.3% | -50.8% | +191.1% | +104.3% |
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 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