+20.6%
DHR vs TOST
+138.1%
-117.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +2.6% | -4.7% | +7.2% | +3.3% |
| 30D | +4.2% | +8.5% | -4.3% | +2.7% |
| 3M | +13.0% | -1.6% | +14.6% | +13.0% |
| 6M | +40.2% | +44.1% | -3.9% | +31.9% |
| YTD | +2.0% | -5.6% | +7.6% | +1.5% |
| 1Y | +6.6% | -12.6% | +19.2% | +7.1% |
| All | +20.6% | +138.1% | -117.5% | +1.9% |
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