-0.8%
TOST vs HST
+76.4%
-77.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +10.7% | +3.3% | +7.4% | +9.9% |
| 30D | +17.7% | +16.4% | +1.4% | +13.7% |
| 3M | +4.6% | +5.5% | -0.8% | +2.6% |
| 6M | +20.3% | +31.1% | -10.9% | +13.0% |
| YTD | -0.4% | +55.9% | -56.3% | -9.4% |
| 1Y | -0.8% | +75.6% | -76.4% | -11.7% |
| All | -0.8% | +76.4% | -77.1% | -11.7% |
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