+292.4%
HPE vs TOST
-30.2%
+322.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +13.6% | -4.7% | +18.3% | +14.4% |
| 30D | -27.1% | +8.5% | -35.6% | -28.3% |
| 3M | -14.5% | -1.6% | -12.9% | -14.7% |
| 6M | +66.9% | +44.1% | +22.8% | +54.9% |
| YTD | +111.3% | -5.6% | +116.9% | +109.4% |
| 1Y | +117.5% | -12.6% | +130.1% | +118.4% |
| 3Y | +238.1% | +137.6% | +100.5% | +187.9% |
| 5Y | +292.4% | -30.4% | +322.7% | +258.7% |
| All | +292.4% | -30.2% | +322.6% | +258.7% |
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 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