+103.2%
TOST vs HRB
+36.2%
+67.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.5% |
| 7D | +9.4% | +2.7% | +6.7% | +8.9% |
| 30D | +13.5% | +22.1% | -8.6% | +9.0% |
| 3M | -0.1% | +15.7% | -15.9% | -3.5% |
| 6M | +22.5% | +83.3% | -60.9% | +7.1% |
| YTD | -2.4% | +25.0% | -27.4% | -11.4% |
| 1Y | -4.7% | +6.9% | -11.6% | -13.0% |
| 3Y | +103.2% | +39.0% | +64.2% | +80.8% |
| All | +103.2% | +36.2% | +67.0% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling