-43.8%
TOST vs HAS
+57.4%
-101.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.4% |
| 7D | +11.6% | 0.0% | +11.6% | +11.7% |
| 30D | +16.2% | +31.3% | -15.1% | -1.0% |
| 3M | +1.0% | +32.1% | -31.1% | -14.3% |
| 6M | +23.2% | +28.1% | -4.9% | +5.3% |
| YTD | -1.0% | +49.1% | -50.1% | -24.0% |
| 1Y | -9.9% | +60.5% | -70.4% | -34.0% |
| 3Y | +101.0% | +183.9% | -82.8% | -6.4% |
| 5Y | -40.4% | +51.2% | -91.6% | -49.3% |
| All | -43.8% | +57.4% | -101.2% | -52.1% |
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