-48.9%
TOST vs DHI
+60.6%
-109.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.2% |
| 7D | -5.9% | -6.1% | +0.3% | -2.6% |
| 30D | -8.4% | -10.1% | +1.7% | -3.0% |
| 3M | +31.4% | -7.3% | +38.8% | +36.0% |
| 6M | +10.5% | -6.1% | +16.6% | +12.1% |
| YTD | -10.1% | -5.0% | -5.0% | -11.2% |
| 1Y | -19.9% | -22.1% | +2.2% | -11.2% |
| 3Y | +53.3% | +19.2% | +34.0% | +9.6% |
| All | -48.9% | +60.6% | -109.5% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling