-45.4%
TOST vs HAS
+63.3%
-108.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.3% |
| 7D | -3.6% | +2.0% | -5.6% | -4.7% |
| 30D | +8.9% | +30.9% | -22.0% | -7.1% |
| 3M | -2.2% | +28.8% | -31.0% | -15.8% |
| 6M | +41.0% | +32.3% | +8.6% | +18.4% |
| YTD | -4.0% | +54.7% | -58.7% | -27.9% |
| 1Y | -9.6% | +63.2% | -72.8% | -34.4% |
| 3Y | +141.7% | +220.7% | -79.0% | +2.9% |
| 5Y | -29.5% | +53.3% | -82.8% | -41.2% |
| All | -45.4% | +63.3% | -108.8% | -54.6% |
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