-44.5%
TOST vs HIG
+115.2%
-159.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.1% |
| 7D | +9.4% | +1.1% | +8.4% | +8.9% |
| 30D | +13.5% | +5.6% | +7.9% | +10.0% |
| 3M | -0.1% | -6.9% | +6.7% | +4.0% |
| 6M | +22.5% | +1.3% | +21.2% | +21.0% |
| YTD | -2.4% | -1.5% | -0.9% | -2.4% |
| 1Y | -4.7% | +6.6% | -11.3% | -9.5% |
| 3Y | +103.2% | +91.2% | +12.0% | +29.4% |
| 5Y | -41.2% | +106.1% | -147.3% | -67.3% |
| All | -44.5% | +115.2% | -159.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling