-36.7%
HUT vs TOST
-41.7%
+5.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.8% |
| 7D | -30.8% | +11.6% | -42.5% | -36.3% |
| 30D | -50.2% | +16.2% | -66.4% | -55.3% |
| 3M | -50.5% | +1.0% | -51.5% | -52.4% |
| 6M | -42.9% | +23.2% | -66.1% | -53.6% |
| YTD | 0.0% | -1.0% | +1.0% | -9.3% |
| 1Y | -2.2% | -9.9% | +7.7% | -4.9% |
| 3Y | +289.4% | +101.0% | +188.4% | +113.5% |
| 5Y | -36.7% | -40.4% | +3.7% | -48.0% |
| All | -36.7% | -41.7% | +5.0% | -48.0% |
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