+15.3%
HON vs TOST
-46.9%
+62.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +7.5% | +16.2% | -8.7% | +5.5% |
| 3M | -4.3% | -1.5% | -2.8% | -4.3% |
| 6M | -1.5% | +55.3% | -56.9% | -7.1% |
| YTD | +10.5% | -2.3% | +12.9% | +9.7% |
| 1Y | +8.5% | -5.5% | +14.1% | +8.1% |
| 3Y | +28.0% | +151.1% | -123.1% | +11.2% |
| 5Y | +12.0% | -27.9% | +40.0% | +2.0% |
| All | +15.3% | -46.9% | +62.1% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling