-40.6%
TOST vs HDB
-24.7%
-15.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.4% |
| 7D | +9.4% | +13.3% | -3.9% | +2.3% |
| 30D | +13.5% | +13.6% | -0.1% | +6.0% |
| 3M | -0.1% | +5.8% | -5.9% | -3.5% |
| 6M | +22.5% | -1.9% | +24.4% | +22.5% |
| YTD | -2.4% | -31.2% | +28.8% | +18.6% |
| 1Y | -4.7% | -29.6% | +24.9% | +13.9% |
| 3Y | +103.2% | -10.1% | +113.3% | +95.4% |
| All | -40.6% | -24.7% | -15.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling