-46.7%
TOST vs HIG
+117.9%
-164.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | -3.5% | -4.9% | +1.5% | -0.7% |
| 3M | +38.1% | +6.8% | +31.3% | +32.8% |
| 6M | +9.9% | -1.7% | +11.6% | +10.3% |
| YTD | -6.3% | -0.2% | -6.0% | -7.0% |
| 1Y | -18.3% | +5.7% | -24.0% | -22.0% |
| 3Y | +59.7% | +100.3% | -40.5% | -1.5% |
| All | -46.7% | +117.9% | -164.6% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling