-8.7%
DHR vs TOST
+55.9%
-64.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | -3.4% | -0.5% | -3.4% |
| 30D | +4.0% | -2.4% | +6.4% | +4.4% |
| 3M | +11.5% | +34.6% | -23.1% | +6.3% |
| 6M | +1.9% | +15.2% | -13.3% | -1.1% |
| YTD | -8.9% | -4.4% | -4.5% | -9.3% |
| 1Y | +5.1% | -17.4% | +22.5% | +6.6% |
| All | -8.7% | +55.9% | -64.6% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling