-48.9%
TOST vs HUBS
-67.8%
+18.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | 0.0% |
| 7D | -5.9% | -12.4% | +6.5% | +1.2% |
| 30D | -8.4% | +1.4% | -9.8% | -10.8% |
| 3M | +31.4% | +16.0% | +15.5% | +14.2% |
| 6M | +10.5% | -17.0% | +27.5% | +13.4% |
| YTD | -10.1% | -44.3% | +34.2% | +15.2% |
| 1Y | -19.9% | -54.3% | +34.4% | +13.5% |
| 3Y | +53.3% | -58.4% | +111.6% | +112.5% |
| All | -48.9% | -67.8% | +18.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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