+99.0%
HLT vs TOST
+51.5%
+47.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -4.1% | -3.5% | -0.6% | -3.6% |
| 3M | -10.6% | +38.1% | -48.7% | -15.7% |
| 6M | +2.0% | +9.9% | -7.9% | -0.5% |
| YTD | +6.1% | -6.3% | +12.4% | +6.2% |
| 1Y | +9.8% | -18.3% | +28.1% | +12.3% |
| 3Y | +99.0% | +59.7% | +39.3% | +84.3% |
| All | +99.0% | +51.5% | +47.6% | +84.3% |
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 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