-45.7%
TOST vs HBM
+409.8%
-455.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.4% | -6.4% | +2.9% | -1.9% |
| 30D | -2.4% | +5.9% | -8.3% | -4.1% |
| 3M | +34.6% | -8.9% | +43.5% | +35.6% |
| 6M | +15.2% | +10.7% | +4.5% | +8.2% |
| YTD | -4.4% | +38.3% | -42.7% | -17.8% |
| 1Y | -17.4% | +121.3% | -138.8% | -39.7% |
| 3Y | +54.5% | +450.6% | -396.1% | -22.1% |
| All | -45.7% | +409.8% | -455.5% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling