+144.2%
HLT vs TOST
-48.0%
+192.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.3% | -3.4% | +0.1% | -2.7% |
| 30D | -4.1% | -2.4% | -1.6% | -3.7% |
| 3M | -7.9% | +34.6% | -42.5% | -13.2% |
| 6M | +2.2% | +15.2% | -13.1% | -1.5% |
| YTD | +8.5% | -4.4% | +12.9% | +7.8% |
| 1Y | +12.1% | -17.4% | +29.5% | +14.2% |
| 3Y | +107.6% | +54.5% | +53.1% | +81.6% |
| All | +144.2% | -48.0% | +192.2% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling