-31.0%
TOST vs HDB
-22.5%
-8.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | +3.0% | +12.7% | -9.8% | -3.5% |
| 30D | +10.3% | +16.6% | -6.4% | +1.5% |
| 3M | -3.3% | +10.8% | -14.1% | -8.8% |
| 6M | +37.8% | +3.8% | +34.0% | +33.3% |
| YTD | -2.8% | -28.9% | +26.1% | +15.8% |
| 1Y | -9.6% | -28.0% | +18.4% | +6.6% |
| 3Y | +144.6% | -7.2% | +151.8% | +131.6% |
| 5Y | -31.0% | -22.2% | -8.7% | -31.7% |
| All | -31.0% | -22.5% | -8.5% | -31.7% |
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