-27.7%
TOST vs HIG
+110.6%
-138.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.2% |
| 7D | 0.0% | +2.6% | -2.6% | -1.5% |
| 30D | +16.2% | +4.2% | +12.0% | +13.5% |
| 3M | -1.5% | +0.2% | -1.7% | -1.7% |
| 6M | +55.3% | +4.6% | +50.7% | +50.4% |
| YTD | -2.3% | +1.1% | -3.4% | -3.9% |
| 1Y | -5.5% | +4.7% | -10.2% | -9.3% |
| 3Y | +151.1% | +95.5% | +55.7% | +54.7% |
| All | -27.7% | +110.6% | -138.3% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling