-45.7%
TOST vs HDB
-31.3%
-14.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -2.4% | -2.8% | +0.4% | -0.9% |
| 3M | +34.6% | -3.5% | +38.2% | +36.1% |
| 6M | +15.2% | -24.7% | +39.9% | +33.3% |
| YTD | -4.4% | -36.6% | +32.2% | +21.7% |
| 1Y | -17.4% | -34.4% | +17.0% | +2.4% |
| 3Y | +54.5% | -24.4% | +78.9% | +68.3% |
| All | -45.7% | -31.3% | -14.4% | -42.6% |
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