-46.4%
TOST vs HBM
+301.9%
-348.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -4.7% | +5.1% | -9.7% | -5.9% |
| 30D | +8.5% | -15.8% | +24.3% | +12.5% |
| 3M | -1.6% | -22.4% | +20.8% | +3.4% |
| 6M | +44.1% | -20.2% | +64.3% | +47.8% |
| YTD | -5.6% | +9.0% | -14.6% | -14.8% |
| 1Y | -12.6% | +27.4% | -39.9% | -25.1% |
| 3Y | +137.6% | +424.2% | -286.7% | +18.7% |
| 5Y | -30.4% | +196.1% | -226.5% | -59.1% |
| All | -46.4% | +301.9% | -348.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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