-44.5%
TOST vs HBM
+288.7%
-333.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +9.4% | -3.6% | +13.1% | +10.3% |
| 30D | +13.5% | -19.2% | +32.7% | +18.9% |
| 3M | -0.1% | -20.5% | +20.4% | +4.4% |
| 6M | +22.5% | -12.8% | +35.3% | +22.1% |
| YTD | -2.4% | +5.4% | -7.8% | -11.1% |
| 1Y | -4.7% | +33.0% | -37.7% | -19.5% |
| 3Y | +103.2% | +357.3% | -254.1% | +6.0% |
| 5Y | -41.2% | +210.4% | -251.6% | -65.1% |
| All | -44.5% | +288.7% | -333.2% | -70.3% |
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