-43.8%
TOST vs HST
+92.4%
-136.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | +3.8% |
| 7D | +11.6% | -4.2% | +15.8% | +15.2% |
| 30D | +16.2% | +9.6% | +6.7% | +8.0% |
| 3M | +1.0% | -1.1% | +2.1% | +1.2% |
| 6M | +23.2% | +21.1% | +2.1% | +4.0% |
| YTD | -1.0% | +47.1% | -48.1% | -29.6% |
| 1Y | -9.9% | +64.0% | -73.9% | -42.1% |
| 3Y | +101.0% | +77.1% | +23.9% | +16.4% |
| 5Y | -40.4% | +71.8% | -112.2% | -68.2% |
| All | -43.8% | +92.4% | -136.1% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling