+12.2%
HON vs TOST
-30.2%
+42.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +3.6% | -4.7% | +8.2% | +4.2% |
| 30D | +7.8% | +8.5% | -0.7% | +6.7% |
| 3M | -4.8% | -1.6% | -3.2% | -4.8% |
| 6M | -1.7% | +44.1% | -45.8% | -6.5% |
| YTD | +10.7% | -5.6% | +16.3% | +10.3% |
| 1Y | +7.8% | -12.6% | +20.3% | +8.3% |
| 3Y | +28.1% | +137.6% | -109.5% | +11.4% |
| 5Y | +12.2% | -30.4% | +42.5% | +1.1% |
| All | +12.2% | -30.2% | +42.3% | +1.1% |
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