-44.8%
TOST vs HST
+102.5%
-147.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -2.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.2% |
| 30D | +10.3% | +14.5% | -4.2% | -1.0% |
| 3M | -3.3% | +15.4% | -18.7% | -13.8% |
| 6M | +37.8% | +22.0% | +15.8% | +16.3% |
| YTD | -2.8% | +54.9% | -57.6% | -33.6% |
| 1Y | -9.6% | +54.0% | -63.6% | -38.1% |
| 3Y | +144.6% | +90.4% | +54.2% | +33.0% |
| 5Y | -31.0% | +84.2% | -115.2% | -65.0% |
| All | -44.8% | +102.5% | -147.3% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling