-43.8%
TOST vs HDB
-26.8%
-17.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | +11.6% | +13.3% | -1.7% | +4.4% |
| 30D | +16.2% | +10.2% | +6.1% | +10.3% |
| 3M | +1.0% | +3.6% | -2.5% | -1.2% |
| 6M | +23.2% | -0.5% | +23.7% | +22.2% |
| YTD | -1.0% | -32.4% | +31.4% | +21.4% |
| 1Y | -9.9% | -31.1% | +21.2% | +9.0% |
| 3Y | +101.0% | -12.6% | +113.6% | +97.3% |
| 5Y | -40.4% | -25.7% | -14.7% | -37.9% |
| All | -43.8% | -26.8% | -17.0% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling