-44.4%
TOST vs HRB
+140.3%
-184.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.3% |
| 7D | +4.0% | -2.4% | +6.5% | +4.9% |
| 30D | +11.1% | +15.7% | -4.7% | +5.9% |
| 3M | +0.8% | +11.4% | -10.5% | -3.6% |
| 6M | +38.8% | +40.7% | -1.9% | +22.1% |
| YTD | -2.1% | +21.0% | -23.0% | -10.6% |
| 1Y | -6.0% | +7.2% | -13.3% | -10.9% |
| 3Y | +149.8% | +29.2% | +120.6% | +104.5% |
| 5Y | -42.8% | +142.3% | -185.1% | -62.7% |
| All | -44.4% | +140.3% | -184.7% | -61.0% |
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