-46.7%
TOST vs XHB
+40.5%
-87.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | +0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | -3.5% | -9.1% | +5.6% | +5.5% |
| 3M | +38.1% | -2.3% | +40.5% | +39.3% |
| 6M | +9.9% | -4.1% | +14.0% | +11.1% |
| YTD | -6.3% | -1.7% | -4.5% | -9.8% |
| 1Y | -18.3% | -15.1% | -3.2% | -7.8% |
| 3Y | +59.7% | +26.8% | +32.9% | +0.8% |
| All | -46.7% | +40.5% | -87.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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