+136.4%
HLT vs TOST
+143.6%
-7.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.9% |
| 7D | +4.4% | +3.0% | +1.4% | +3.8% |
| 30D | +16.3% | +10.3% | +6.0% | +14.2% |
| 3M | +22.2% | -3.3% | +25.4% | +22.6% |
| 6M | +20.0% | +37.8% | -17.8% | +12.7% |
| YTD | +32.4% | -2.8% | +35.2% | +31.4% |
| 1Y | +38.6% | -9.6% | +48.2% | +39.4% |
| 3Y | +136.4% | +144.6% | -8.2% | +107.4% |
| All | +136.4% | +143.6% | -7.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling