-33.8%
HUT vs TOST
-38.4%
+4.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.4% | +16.0% | +15.4% |
| 7D | -11.4% | +9.4% | -20.8% | -17.4% |
| 30D | -41.0% | +13.5% | -54.5% | -46.4% |
| 3M | -41.9% | -0.1% | -41.8% | -43.8% |
| 6M | -51.7% | +22.5% | -74.1% | -60.6% |
| YTD | +14.6% | -2.4% | +17.0% | +4.6% |
| 1Y | +21.4% | -4.7% | +26.1% | +13.3% |
| 3Y | +359.8% | +103.2% | +256.6% | +149.5% |
| All | -33.8% | -38.4% | +4.6% | -43.4% |
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