-40.6%
TOST vs HST
+71.5%
-112.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | -2.7% | +12.1% | +11.6% |
| 30D | +13.5% | +10.7% | +2.8% | +4.5% |
| 3M | -0.1% | +6.3% | -6.4% | -5.2% |
| 6M | +22.5% | +19.0% | +3.5% | +4.7% |
| YTD | -2.4% | +47.0% | -49.4% | -30.9% |
| 1Y | -4.7% | +53.4% | -58.1% | -35.1% |
| 3Y | +103.2% | +78.0% | +25.2% | +16.0% |
| All | -40.6% | +71.5% | -112.1% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling