+39.1%
HUT vs TOST
-10.2%
+49.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.8% | +7.5% |
| 7D | +24.8% | -3.6% | +28.4% | +24.7% |
| 30D | -28.4% | +8.9% | -37.2% | -28.6% |
| 3M | -31.2% | -2.2% | -29.0% | -31.2% |
| 6M | -40.2% | +41.0% | -81.2% | -44.5% |
| YTD | +32.9% | -4.0% | +36.9% | +33.5% |
| 1Y | +39.1% | -9.6% | +48.7% | +47.9% |
| All | +39.1% | -10.2% | +49.3% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling