-44.5%
TOST vs USHY
+19.3%
-63.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 5Y | -41.2% | +18.8% | -60.1% | -41.9% |
| All | -44.5% | +19.3% | -63.8% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling