-44.5%
TOST vs HWM
+572.5%
-617.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.7% |
| 7D | +9.4% | +3.3% | +6.1% | +7.0% |
| 30D | +13.5% | -7.6% | +21.1% | +17.1% |
| 3M | -0.1% | -28.9% | +28.8% | +18.3% |
| 6M | +22.5% | -19.7% | +42.1% | +33.6% |
| YTD | -2.4% | +0.5% | -2.9% | -10.7% |
| 1Y | -4.7% | +0.3% | -5.0% | -13.0% |
| 3Y | +103.2% | +325.8% | -222.6% | -43.4% |
| 5Y | -41.2% | +524.7% | -566.0% | -89.0% |
| All | -44.5% | +572.5% | -617.0% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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