-44.8%
TOST vs XHB
+44.7%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.8% |
| 7D | +3.0% | +1.2% | +1.8% | +1.6% |
| 30D | +10.3% | +8.9% | +1.4% | +1.3% |
| 3M | -3.3% | -4.2% | +0.9% | +0.1% |
| 6M | +37.8% | +1.4% | +36.5% | +33.1% |
| YTD | -2.8% | +1.2% | -4.0% | -9.5% |
| 1Y | -9.6% | -1.3% | -8.3% | -13.7% |
| 3Y | +144.6% | +36.6% | +108.1% | +40.0% |
| 5Y | -31.0% | +34.3% | -65.2% | -58.7% |
| All | -44.8% | +44.7% | -89.4% | -67.9% |
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