+301.3%
HUT vs TOST
+99.4%
+201.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.8% |
| 7D | -30.8% | +11.6% | -42.5% | -35.4% |
| 30D | -50.2% | +16.2% | -66.4% | -54.5% |
| 3M | -50.5% | +1.0% | -51.5% | -52.0% |
| 6M | -42.9% | +23.2% | -66.1% | -52.4% |
| YTD | 0.0% | -1.0% | +1.0% | -6.7% |
| 1Y | -2.2% | -9.9% | +7.7% | -1.9% |
| All | +301.3% | +99.4% | +201.9% | +137.9% |
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 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