+289.6%
HPE vs TOST
-46.9%
+336.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | -18.7% | +9.4% | -28.2% | -20.0% |
| 30D | -37.9% | +13.5% | -51.4% | -39.3% |
| 3M | -14.4% | -0.1% | -14.2% | -14.8% |
| 6M | +48.2% | +22.5% | +25.8% | +41.4% |
| YTD | +88.6% | -2.4% | +91.0% | +86.0% |
| 1Y | +94.8% | -4.7% | +99.5% | +92.8% |
| 3Y | +202.7% | +103.2% | +99.5% | +165.0% |
| 5Y | +231.6% | -41.2% | +272.9% | +197.1% |
| All | +289.6% | -46.9% | +336.5% | +249.7% |
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