-44.5%
TOST vs HBM
+297.4%
-342.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | 0.0% | +2.2% | -2.2% | -0.6% |
| 30D | +16.2% | -11.8% | +28.0% | +19.1% |
| 3M | -1.5% | -19.2% | +17.7% | +2.5% |
| 6M | +55.3% | -22.9% | +78.2% | +60.7% |
| YTD | -2.3% | +7.8% | -10.1% | -11.7% |
| 1Y | -5.5% | +34.9% | -40.4% | -20.6% |
| 3Y | +151.1% | +422.2% | -271.1% | +25.5% |
| 5Y | -27.9% | +192.8% | -220.8% | -57.6% |
| All | -44.5% | +297.4% | -342.0% | -70.5% |
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