-10.0%
DHR vs TOST
-27.7%
+17.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +3.7% | +16.2% | -12.5% | +1.2% |
| 3M | +14.5% | -1.5% | +16.0% | +14.5% |
| 6M | +40.9% | +55.3% | -14.4% | +30.9% |
| YTD | +2.4% | -2.3% | +4.7% | +1.5% |
| 1Y | +6.1% | -5.5% | +11.7% | +5.6% |
| 3Y | +21.0% | +151.1% | -130.1% | -0.1% |
| All | -10.0% | -27.7% | +17.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling