-40.6%
TOST vs HAS
+50.4%
-91.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -0.1% | +30.7% | -30.8% | -15.0% |
| 6M | +22.5% | +23.9% | -1.4% | +6.7% |
| YTD | -2.4% | +48.3% | -50.7% | -25.2% |
| 1Y | -4.7% | +60.2% | -64.9% | -30.5% |
| 3Y | +103.2% | +189.2% | -86.0% | -8.6% |
| All | -40.6% | +50.4% | -91.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling