+55.6%
TOST vs USHY
+28.5%
+27.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -3.4% | -0.1% | -3.3% | -2.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.8% |
| 3M | +34.6% | +0.8% | +33.8% | +30.7% |
| 6M | +15.2% | +1.7% | +13.5% | +7.8% |
| YTD | -4.4% | +2.5% | -6.9% | -13.1% |
| 1Y | -17.4% | +4.4% | -21.8% | -30.2% |
| All | +55.6% | +28.5% | +27.1% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling