-44.5%
TOST vs XHB
+43.4%
-88.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | 0.0% |
| 7D | +9.4% | +1.3% | +8.1% | +8.0% |
| 30D | +13.5% | +7.8% | +5.7% | +5.4% |
| 3M | -0.1% | -5.5% | +5.3% | +4.7% |
| 6M | +22.5% | -2.6% | +25.1% | +23.0% |
| YTD | -2.4% | +0.4% | -2.7% | -8.2% |
| 1Y | -4.7% | -1.0% | -3.7% | -9.3% |
| 3Y | +103.2% | +37.3% | +65.9% | +15.3% |
| 5Y | -41.2% | +33.7% | -74.9% | -64.1% |
| All | -44.5% | +43.4% | -88.0% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling