-46.4%
TOST vs HDB
-23.8%
-22.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -4.7% | +4.1% | -8.8% | -6.8% |
| 30D | +8.5% | +13.0% | -4.4% | +1.6% |
| 3M | -1.6% | +11.3% | -12.8% | -7.5% |
| 6M | +44.1% | +6.9% | +37.2% | +36.9% |
| YTD | -5.6% | -29.6% | +24.0% | +13.2% |
| 1Y | -12.6% | -29.5% | +17.0% | +4.6% |
| 3Y | +137.6% | -8.1% | +145.7% | +126.2% |
| 5Y | -30.4% | -23.4% | -6.9% | -28.9% |
| All | -46.4% | -23.8% | -22.6% | -46.6% |
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