-46.7%
TOST vs HUBS
-65.3%
+18.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.3% |
| 7D | -0.9% | -4.3% | +3.4% | +1.4% |
| 30D | -3.5% | +14.2% | -17.7% | -12.0% |
| 3M | +38.1% | +15.5% | +22.6% | +20.4% |
| 6M | +9.9% | -18.9% | +28.8% | +14.7% |
| YTD | -6.3% | -40.1% | +33.8% | +15.4% |
| 1Y | -18.3% | -51.8% | +33.5% | +12.7% |
| 3Y | +59.7% | -55.2% | +115.0% | +112.8% |
| All | -46.7% | -65.3% | +18.6% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling