+144.6%
TOST vs HDB
-5.9%
+150.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +3.0% | +12.7% | -9.8% | -0.7% |
| 30D | +10.3% | +16.6% | -6.4% | +5.4% |
| 3M | -3.3% | +10.8% | -14.1% | -6.3% |
| 6M | +37.8% | +3.8% | +34.0% | +35.1% |
| YTD | -2.8% | -28.9% | +26.1% | +4.4% |
| 1Y | -9.6% | -28.0% | +18.4% | -3.3% |
| 3Y | +144.6% | -7.2% | +151.8% | +144.0% |
| All | +144.6% | -5.9% | +150.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling