-25.9%
DHR vs TOST
-48.0%
+22.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +11.5% | +34.6% | -23.1% | +6.5% |
| 6M | +1.9% | +15.2% | -13.3% | -0.9% |
| YTD | -8.9% | -4.4% | -4.5% | -9.2% |
| 1Y | +5.1% | -17.4% | +22.5% | +6.6% |
| 3Y | -10.3% | +54.5% | -64.7% | -19.5% |
| All | -25.9% | -48.0% | +22.0% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling