-45.7%
TOST vs HAS
+21.9%
-67.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -3.4% | -1.8% | -1.6% | -2.4% |
| 30D | -2.4% | +2.3% | -4.7% | -3.7% |
| 3M | +34.6% | +10.4% | +24.3% | +26.4% |
| 6M | +15.2% | -3.2% | +18.4% | +15.4% |
| YTD | -4.4% | +15.4% | -19.8% | -14.6% |
| 1Y | -17.4% | +18.8% | -36.2% | -27.6% |
| 3Y | +54.5% | +43.9% | +10.5% | +14.8% |
| All | -45.7% | +21.9% | -67.6% | -46.2% |
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