-27.7%
TOST vs HRB
+140.6%
-168.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | 0.0% | -5.1% | +5.1% | +1.7% |
| 30D | +16.2% | +8.7% | +7.5% | +13.0% |
| 3M | -1.5% | -5.4% | +3.9% | -0.1% |
| 6M | +55.3% | +41.6% | +13.7% | +35.7% |
| YTD | -2.3% | +18.7% | -21.0% | -10.5% |
| 1Y | -5.5% | +16.4% | -22.0% | -12.9% |
| 3Y | +151.1% | +22.0% | +129.1% | +108.9% |
| All | -27.7% | +140.6% | -168.3% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling