-45.7%
TOST vs XHB
+44.0%
-89.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.9% |
| 7D | -3.4% | -1.3% | -2.1% | -2.2% |
| 30D | -2.4% | -6.9% | +4.4% | +4.1% |
| 3M | +34.6% | -1.3% | +35.9% | +34.5% |
| 6M | +15.2% | -6.8% | +22.0% | +19.9% |
| YTD | -4.4% | +0.7% | -5.1% | -10.1% |
| 1Y | -17.4% | -11.2% | -6.2% | -11.0% |
| 3Y | +54.5% | +25.3% | +29.1% | 0.0% |
| All | -45.7% | +44.0% | -89.7% | -68.1% |
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