-16.0%
DHR vs TOST
-46.7%
+30.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +3.1% | +4.0% | -0.9% | +2.5% |
| 30D | +7.0% | +11.1% | -4.1% | +5.2% |
| 3M | +15.0% | +0.8% | +14.2% | +14.6% |
| 6M | +37.9% | +38.8% | -0.9% | +30.7% |
| YTD | +3.3% | -2.1% | +5.4% | +2.4% |
| 1Y | +12.8% | -6.0% | +18.8% | +12.4% |
| 3Y | +22.4% | +149.8% | -127.4% | +2.6% |
| 5Y | -9.1% | -42.8% | +33.7% | -23.0% |
| All | -16.0% | -46.7% | +30.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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