-40.6%
TOST vs HRB
+145.8%
-186.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | 0.0% |
| 7D | +9.4% | +2.7% | +6.7% | +8.5% |
| 30D | +13.5% | +22.1% | -8.6% | +6.1% |
| 3M | -0.1% | +15.7% | -15.9% | -5.9% |
| 6M | +22.5% | +83.3% | -60.9% | -3.1% |
| YTD | -2.4% | +25.0% | -27.4% | -12.0% |
| 1Y | -4.7% | +6.9% | -11.6% | -9.6% |
| 3Y | +103.2% | +39.0% | +64.2% | +58.9% |
| All | -40.6% | +145.8% | -186.4% | -63.6% |
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