+18.0%
HPQ vs TOST
+142.2%
-124.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -3.2% | -3.6% | +0.3% | -2.5% |
| 30D | -3.0% | +8.9% | -11.9% | -4.9% |
| 3M | +0.6% | -2.2% | +2.8% | +0.9% |
| 6M | +36.6% | +41.0% | -4.4% | +26.6% |
| YTD | +35.0% | -4.0% | +39.0% | +33.9% |
| 1Y | +23.1% | -9.6% | +32.7% | +23.6% |
| All | +18.0% | +142.2% | -124.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling