+195.8%
HLT vs TOST
-47.7%
+243.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | +0.1% | -3.6% | +3.7% | +0.8% |
| 30D | +15.1% | +8.9% | +6.2% | +13.2% |
| 3M | +19.8% | -2.2% | +22.1% | +20.1% |
| 6M | +19.6% | +41.0% | -21.4% | +11.4% |
| YTD | +31.4% | -4.0% | +35.4% | +30.3% |
| 1Y | +38.0% | -9.6% | +47.6% | +38.4% |
| 3Y | +134.7% | +141.7% | -7.0% | +89.0% |
| 5Y | +166.2% | -29.5% | +195.7% | +123.7% |
| All | +195.8% | -47.7% | +243.6% | +148.4% |
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 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