+386.4%
HPE vs TOST
-49.0%
+435.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.7% | +8.1% |
| 7D | +10.1% | -0.9% | +11.0% | +10.3% |
| 30D | +5.3% | -3.5% | +8.7% | +5.8% |
| 3M | +12.7% | +38.1% | -25.5% | +6.3% |
| 6M | +167.7% | +9.9% | +157.8% | +160.5% |
| YTD | +135.5% | -6.3% | +141.7% | +134.7% |
| 1Y | +143.4% | -18.3% | +161.7% | +147.7% |
| 3Y | +249.2% | +59.7% | +189.4% | +216.3% |
| All | +386.4% | -49.0% | +435.4% | +341.2% |
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