+13.1%
HPQ vs TOST
-27.7%
+40.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | +3.2% | 0.0% | +3.1% | +3.1% |
| 30D | -3.6% | +16.2% | -19.8% | -6.2% |
| 3M | -5.3% | -1.5% | -3.8% | -5.2% |
| 6M | +41.1% | +55.3% | -14.2% | +30.3% |
| YTD | +36.9% | -2.3% | +39.2% | +35.5% |
| 1Y | +23.5% | -5.5% | +29.1% | +23.0% |
| 3Y | +19.6% | +151.1% | -131.5% | -0.3% |
| All | +13.1% | -27.7% | +40.8% | +1.7% |
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