+52.2%
TOST vs HUBS
-57.3%
+109.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -0.7% |
| 7D | -4.7% | -6.2% | +1.6% | -2.2% |
| 30D | -9.1% | +6.6% | -15.7% | -12.7% |
| 3M | +29.8% | +16.4% | +13.4% | +16.5% |
| 6M | +10.0% | -19.7% | +29.8% | +15.0% |
| YTD | -8.6% | -42.6% | +34.0% | +10.2% |
| 1Y | -20.7% | -54.2% | +33.5% | +4.9% |
| All | +52.2% | -57.3% | +109.5% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling