+140.9%
HLT vs TOST
-50.3%
+191.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.3% |
| 7D | -1.5% | -4.7% | +3.2% | -0.6% |
| 30D | -1.2% | -9.1% | +7.8% | +0.4% |
| 3M | -10.3% | +29.8% | -40.1% | -14.9% |
| 6M | +1.3% | +10.0% | -8.8% | -1.5% |
| YTD | +7.0% | -8.6% | +15.6% | +7.3% |
| 1Y | +11.9% | -20.7% | +32.6% | +14.7% |
| 3Y | +100.7% | +55.7% | +45.0% | +75.3% |
| All | +140.9% | -50.3% | +191.2% | +104.4% |
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 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