+162.8%
HLT vs TOST
-36.3%
+199.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | +22.2% | -3.3% | +25.4% | +22.7% |
| 6M | +20.0% | +37.8% | -17.8% | +11.7% |
| YTD | +32.4% | -2.8% | +35.2% | +30.9% |
| 1Y | +38.6% | -9.6% | +48.2% | +39.0% |
| 3Y | +136.4% | +144.6% | -8.2% | +85.7% |
| 5Y | +162.8% | -31.0% | +193.8% | +142.2% |
| All | +162.8% | -36.3% | +199.0% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling