+151.1%
TOST vs HUBS
-49.2%
+200.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | 0.0% | +8.3% | -8.3% | -3.3% |
| 30D | +16.2% | -4.0% | +20.2% | +17.4% |
| 3M | -1.5% | -9.7% | +8.1% | +0.5% |
| 6M | +55.3% | +21.4% | +33.9% | +32.5% |
| YTD | -2.3% | -45.9% | +43.5% | +19.1% |
| 1Y | -5.5% | -44.4% | +38.9% | +13.6% |
| 3Y | +151.1% | -49.7% | +200.8% | +176.4% |
| All | +151.1% | -49.2% | +200.4% | +176.4% |
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