-44.5%
TOST vs HAS
+56.6%
-101.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +9.4% | -0.2% | +9.6% | +9.6% |
| 30D | +13.5% | +31.0% | -17.5% | -3.2% |
| 3M | -0.1% | +30.7% | -30.8% | -14.8% |
| 6M | +22.5% | +23.9% | -1.4% | +6.9% |
| YTD | -2.4% | +48.3% | -50.7% | -24.8% |
| 1Y | -4.7% | +60.2% | -64.9% | -30.1% |
| 3Y | +103.2% | +189.2% | -86.0% | -6.8% |
| 5Y | -41.2% | +50.4% | -91.7% | -49.9% |
| All | -44.5% | +56.6% | -101.1% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling