-5.5%
TOST vs HST
+53.2%
-58.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | 0.0% | +3.6% | -3.5% | -1.0% |
| 30D | +16.2% | +11.2% | +5.0% | +12.6% |
| 3M | -1.5% | +13.1% | -14.6% | -5.1% |
| 6M | +55.3% | +23.9% | +31.4% | +45.9% |
| YTD | -2.3% | +52.3% | -54.6% | -14.9% |
| 1Y | -5.5% | +56.7% | -62.2% | -19.7% |
| All | -5.5% | +53.2% | -58.7% | -19.7% |
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