+409.1%
HUT vs TOST
+132.0%
+277.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +3.7% | +4.0% | -0.4% | +0.6% |
| 30D | -32.3% | +11.1% | -43.4% | -36.9% |
| 3M | -35.6% | +0.8% | -36.5% | -37.6% |
| 6M | -42.1% | +38.8% | -80.9% | -54.8% |
| YTD | +24.1% | -2.1% | +26.2% | +16.3% |
| 1Y | +27.9% | -6.0% | +33.9% | +24.1% |
| 3Y | +409.1% | +149.8% | +259.3% | +167.1% |
| All | +409.1% | +132.0% | +277.2% | +167.1% |
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