-44.5%
TOST vs HRB
+148.4%
-192.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -0.1% | +15.7% | -15.9% | -5.7% |
| 6M | +22.5% | +83.3% | -60.9% | -2.3% |
| YTD | -2.4% | +25.0% | -27.4% | -11.8% |
| 1Y | -4.7% | +6.9% | -11.6% | -9.6% |
| 3Y | +103.2% | +39.0% | +64.2% | +60.9% |
| 5Y | -41.2% | +146.4% | -187.6% | -62.2% |
| All | -44.5% | +148.4% | -192.9% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling