-46.4%
TOST vs USHY
+19.6%
-65.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -0.2% |
| 7D | -4.7% | -0.3% | -4.4% | -3.5% |
| 30D | +8.5% | +0.3% | +8.2% | +7.5% |
| 3M | -1.6% | -1.7% | +0.1% | +5.1% |
| 6M | +44.1% | -0.4% | +44.5% | +46.6% |
| YTD | -5.6% | +0.7% | -6.3% | -8.1% |
| 1Y | -12.6% | +1.8% | -14.3% | -18.1% |
| 3Y | +137.6% | +25.3% | +112.3% | +4.5% |
| 5Y | -30.4% | +19.9% | -50.2% | -37.5% |
| All | -46.4% | +19.6% | -65.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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