-40.4%
TOST vs HWM
+538.5%
-578.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +2.6% |
| 7D | +11.6% | -2.4% | +14.1% | +12.5% |
| 30D | +16.2% | -13.3% | +29.5% | +24.1% |
| 3M | +1.0% | -31.0% | +32.1% | +22.0% |
| 6M | +23.2% | -17.1% | +40.3% | +31.5% |
| YTD | -1.0% | -1.9% | +0.9% | -8.5% |
| 1Y | -9.9% | -2.4% | -7.5% | -16.7% |
| 3Y | +101.0% | +322.2% | -221.2% | -46.4% |
| 5Y | -40.4% | +509.8% | -550.2% | -89.6% |
| All | -40.4% | +538.5% | -578.9% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling