-8.7%
TOST vs HST
+53.3%
-62.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -4.7% | +3.6% | -8.3% | -5.7% |
| 30D | +8.5% | +9.9% | -1.4% | +5.4% |
| 3M | -1.6% | +12.9% | -14.5% | -5.1% |
| 6M | +44.1% | +22.9% | +21.2% | +35.8% |
| YTD | -5.6% | +52.4% | -58.0% | -17.7% |
| All | -8.7% | +53.3% | -62.0% | -22.4% |
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