-46.4%
TOST vs HCA
+102.5%
-148.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -4.7% | -1.3% | -3.3% | -4.3% |
| 30D | +8.5% | +8.7% | -0.1% | +5.6% |
| 3M | -1.6% | +21.0% | -22.6% | -7.4% |
| 6M | +44.1% | +17.0% | +27.1% | +36.4% |
| YTD | -5.6% | +7.8% | -13.4% | -9.7% |
| 1Y | -12.6% | +6.4% | -19.0% | -16.2% |
| 3Y | +137.6% | +120.0% | +17.5% | +58.5% |
| 5Y | -30.4% | +112.9% | -143.2% | -56.9% |
| All | -46.4% | +102.5% | -148.9% | -65.9% |
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