-45.7%
TOST vs HWM
+747.1%
-792.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -3.4% | -2.1% | -1.3% | -2.5% |
| 30D | -2.4% | -11.0% | +8.5% | +3.8% |
| 3M | +34.6% | +4.0% | +30.6% | +29.7% |
| 6M | +15.2% | -0.2% | +15.4% | +12.3% |
| YTD | -4.4% | +26.7% | -31.0% | -21.8% |
| 1Y | -17.4% | +44.7% | -62.1% | -38.9% |
| 3Y | +54.5% | +426.1% | -371.6% | -60.8% |
| All | -45.7% | +747.1% | -792.8% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling