-44.4%
TOST vs HDB
-23.5%
-20.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -1.1% |
| 7D | +4.0% | +13.7% | -9.7% | -3.0% |
| 30D | +11.1% | +15.8% | -4.8% | +2.6% |
| 3M | +0.8% | +9.2% | -8.4% | -4.2% |
| 6M | +38.8% | +3.2% | +35.6% | +34.7% |
| YTD | -2.1% | -29.4% | +27.3% | +17.2% |
| 1Y | -6.0% | -27.9% | +21.9% | +10.9% |
| 3Y | +149.8% | -5.9% | +155.7% | +133.3% |
| 5Y | -42.8% | -23.5% | -19.3% | -41.4% |
| All | -44.4% | -23.5% | -20.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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