-40.6%
TOST vs HWM
+522.4%
-563.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.7% |
| 7D | +9.4% | +3.4% | +6.1% | +6.9% |
| 30D | +13.5% | -7.5% | +21.0% | +17.1% |
| 3M | -0.1% | -28.9% | +28.7% | +18.5% |
| 6M | +22.5% | -19.6% | +42.1% | +33.7% |
| YTD | -2.4% | +0.6% | -3.0% | -11.0% |
| 1Y | -4.7% | +0.3% | -5.0% | -13.3% |
| 3Y | +103.2% | +326.1% | -222.9% | -45.7% |
| All | -40.6% | +522.4% | -563.0% | -89.9% |
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