-9.6%
TOST vs HBM
+31.3%
-40.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.6% |
| 30D | +8.9% | -14.8% | +23.7% | +8.9% |
| 3M | -2.2% | -20.7% | +18.5% | -2.2% |
| 6M | +41.0% | -13.9% | +54.9% | +41.8% |
| YTD | -4.0% | +10.6% | -14.6% | -11.7% |
| 1Y | -9.6% | +32.4% | -42.0% | -23.7% |
| All | -9.6% | +31.3% | -40.8% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling