+23.6%
HPQ vs TOST
-46.7%
+70.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.6% | +4.0% | -4.7% | -1.3% |
| 30D | -6.5% | +11.1% | -17.5% | -8.2% |
| 3M | -5.1% | +0.8% | -5.9% | -5.4% |
| 6M | +27.3% | +38.8% | -11.5% | +20.1% |
| YTD | +31.7% | -2.1% | +33.8% | +30.4% |
| 1Y | +13.0% | -6.0% | +19.0% | +12.6% |
| 3Y | +18.3% | +149.8% | -131.5% | -0.5% |
| 5Y | +7.4% | -42.8% | +50.1% | -2.5% |
| All | +23.6% | -46.7% | +70.4% | +12.1% |
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 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