-46.7%
TOST vs HRB
+116.3%
-163.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.5% | +0.1% |
| 7D | -0.9% | -9.1% | +8.2% | +2.1% |
| 30D | -3.5% | +0.3% | -3.7% | -4.4% |
| 3M | +38.1% | +23.4% | +14.7% | +27.2% |
| 6M | +9.9% | +45.1% | -35.2% | -5.2% |
| YTD | -6.3% | +8.9% | -15.1% | -11.3% |
| 1Y | -18.3% | -7.9% | -10.4% | -18.6% |
| 3Y | +59.7% | +27.9% | +31.8% | +29.2% |
| All | -46.7% | +116.3% | -163.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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