-17.4%
TOST vs HST
+38.1%
-55.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -2.4% | -12.3% | +9.8% | +0.4% |
| 3M | +34.6% | -6.4% | +41.0% | +36.4% |
| 6M | +15.2% | +15.0% | +0.2% | +9.3% |
| YTD | -4.4% | +30.5% | -34.9% | -12.0% |
| 1Y | -17.4% | +35.7% | -53.1% | -23.7% |
| All | -17.4% | +38.1% | -55.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling