-44.4%
TOST vs HAS
+59.3%
-103.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.7% |
| 7D | +4.0% | +2.2% | +1.9% | +2.8% |
| 30D | +11.1% | +29.6% | -18.5% | -4.6% |
| 3M | +0.8% | +30.3% | -29.4% | -13.8% |
| 6M | +38.8% | +25.6% | +13.2% | +20.2% |
| YTD | -2.1% | +50.8% | -52.9% | -25.3% |
| 1Y | -6.0% | +63.0% | -69.0% | -31.8% |
| 3Y | +149.8% | +211.6% | -61.8% | +8.2% |
| 5Y | -42.8% | +50.4% | -93.2% | -51.6% |
| All | -44.4% | +59.3% | -103.6% | -53.0% |
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