+43.5%
HUT vs TOST
-48.6%
+92.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.5% |
| 7D | +34.9% | -4.7% | +39.5% | +38.5% |
| 30D | -25.9% | +8.5% | -34.4% | -30.9% |
| 3M | -31.7% | -1.6% | -30.1% | -33.3% |
| 6M | -42.2% | +44.1% | -86.4% | -57.1% |
| YTD | +34.9% | -5.6% | +40.5% | +25.5% |
| 1Y | +48.5% | -12.6% | +61.1% | +46.2% |
| 3Y | +471.2% | +137.6% | +333.6% | +180.4% |
| 5Y | -18.9% | -30.4% | +11.5% | -25.8% |
| All | +43.5% | -48.6% | +92.1% | +49.3% |
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