-40.6%
TOST vs HCA
+106.8%
-147.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.6% |
| 7D | +9.4% | +4.6% | +4.8% | +7.9% |
| 30D | +13.5% | +12.7% | +0.8% | +9.2% |
| 3M | -0.1% | +21.3% | -21.4% | -6.2% |
| 6M | +22.5% | +15.7% | +6.8% | +16.2% |
| YTD | -2.4% | +6.6% | -9.0% | -6.3% |
| 1Y | -4.7% | +5.7% | -10.4% | -8.6% |
| 3Y | +103.2% | +119.2% | -16.0% | +34.5% |
| All | -40.6% | +106.8% | -147.4% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling