+8.3%
HON vs TOST
-48.0%
+56.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -3.6% | -3.4% | -0.2% | -3.2% |
| 30D | -15.3% | -2.4% | -12.8% | -15.1% |
| 3M | -7.9% | +34.6% | -42.5% | -11.4% |
| 6M | -18.1% | +15.2% | -33.3% | -20.0% |
| YTD | +3.8% | -4.4% | +8.2% | +3.4% |
| 1Y | +0.5% | -17.4% | +17.9% | +1.7% |
| 3Y | +19.8% | +54.5% | -34.7% | +10.0% |
| All | +8.3% | -48.0% | +56.3% | +0.5% |
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