-40.6%
TOST vs USHY
+18.6%
-59.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | -0.3% | +9.7% | +10.4% |
| 30D | +13.5% | 0.0% | +13.5% | +13.3% |
| 3M | -0.1% | -1.8% | +1.7% | +6.8% |
| 6M | +22.5% | -1.0% | +23.5% | +27.2% |
| YTD | -2.4% | +0.5% | -2.8% | -4.2% |
| 1Y | -4.7% | +1.9% | -6.6% | -11.2% |
| 3Y | +103.2% | +24.9% | +78.3% | -8.8% |
| All | -40.6% | +18.6% | -59.2% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling