+151.1%
TOST vs HDB
-7.5%
+158.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.8% |
| 30D | +16.2% | +14.1% | +2.0% | +11.7% |
| 3M | -1.5% | +11.8% | -13.4% | -4.9% |
| 6M | +55.3% | +8.2% | +47.1% | +50.5% |
| YTD | -2.3% | -29.3% | +27.0% | +5.0% |
| 1Y | -5.5% | -28.8% | +23.3% | +1.3% |
| 3Y | +151.1% | -7.5% | +158.6% | +150.9% |
| All | +151.1% | -7.5% | +158.6% | +150.9% |
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 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