-44.5%
TOST vs HDB
-23.4%
-21.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | 0.0% | +2.7% | -2.7% | -1.4% |
| 30D | +16.2% | +14.1% | +2.0% | +8.2% |
| 3M | -1.5% | +11.8% | -13.4% | -7.6% |
| 6M | +55.3% | +8.2% | +47.1% | +46.6% |
| YTD | -2.3% | -29.3% | +27.0% | +16.8% |
| 1Y | -5.5% | -28.8% | +23.3% | +12.3% |
| 3Y | +151.1% | -7.5% | +158.6% | +138.0% |
| 5Y | -27.9% | -23.1% | -4.9% | -26.6% |
| All | -44.5% | -23.4% | -21.1% | -44.9% |
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