-44.8%
TOST vs HWM
+616.2%
-661.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.4% |
| 7D | +3.0% | -1.8% | +4.7% | +3.5% |
| 30D | +10.3% | -2.7% | +12.9% | +10.6% |
| 3M | -3.3% | -22.7% | +19.5% | +9.5% |
| 6M | +37.8% | -18.9% | +56.7% | +50.1% |
| YTD | -2.8% | +7.1% | -9.9% | -14.1% |
| 1Y | -9.6% | +4.7% | -14.3% | -19.2% |
| 3Y | +144.6% | +345.6% | -200.9% | -33.0% |
| 5Y | -31.0% | +588.3% | -619.2% | -87.8% |
| All | -44.8% | +616.2% | -661.0% | -90.3% |
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