-48.1%
TOST vs HCA
+70.3%
-118.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -4.0% |
| 7D | -4.7% | +4.9% | -9.6% | -6.1% |
| 30D | -9.1% | +1.9% | -11.0% | -9.7% |
| 3M | +29.8% | +12.7% | +17.1% | +24.7% |
| 6M | +10.0% | -22.3% | +32.4% | +18.4% |
| YTD | -8.6% | -9.3% | +0.7% | -7.6% |
| 1Y | -20.7% | +2.7% | -23.4% | -24.1% |
| 3Y | +55.7% | +57.8% | -2.1% | +18.4% |
| All | -48.1% | +70.3% | -118.4% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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