+116.5%
HUT vs TOST
-48.0%
+164.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +17.8% | -3.4% | +21.2% | +20.3% |
| 30D | +0.8% | -2.4% | +3.3% | +1.2% |
| 3M | -26.8% | +34.6% | -61.4% | -41.5% |
| 6M | +72.6% | +15.2% | +57.4% | +48.1% |
| YTD | +103.6% | -4.4% | +108.0% | +92.4% |
| 1Y | +265.3% | -17.4% | +282.7% | +278.5% |
| 3Y | +689.4% | +54.5% | +635.0% | +419.9% |
| All | +116.5% | -48.0% | +164.5% | +128.9% |
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 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