-44.5%
TOST vs DHI
+73.0%
-117.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.0% |
| 7D | 0.0% | -4.1% | +4.1% | +2.3% |
| 30D | +16.2% | +9.3% | +6.9% | +10.4% |
| 3M | -1.5% | -2.6% | +1.0% | -0.7% |
| 6M | +55.3% | +4.1% | +51.2% | +49.7% |
| YTD | -2.3% | +2.3% | -4.6% | -7.8% |
| 1Y | -5.5% | +2.7% | -8.3% | -11.5% |
| 3Y | +151.1% | +23.2% | +127.9% | +78.5% |
| 5Y | -27.9% | +57.3% | -85.3% | -63.1% |
| All | -44.5% | +73.0% | -117.5% | -72.4% |
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