-17.4%
TOST vs DHI
-16.9%
-0.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.4% | -3.1% | -0.3% | -2.9% |
| 30D | -2.4% | -5.5% | +3.0% | -1.6% |
| 3M | +34.6% | -2.2% | +36.8% | +35.1% |
| 6M | +15.2% | -6.0% | +21.2% | +15.0% |
| YTD | -4.4% | 0.0% | -4.4% | -6.6% |
| 1Y | -17.4% | -18.2% | +0.8% | -16.7% |
| All | -17.4% | -16.9% | -0.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling