-19.9%
TOST vs DHI
-23.3%
+3.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -5.9% | -6.1% | +0.3% | -4.8% |
| 30D | -8.4% | -10.1% | +1.7% | -6.8% |
| 3M | +31.4% | -7.3% | +38.8% | +33.1% |
| 6M | +10.5% | -6.1% | +16.6% | +10.9% |
| YTD | -10.1% | -5.0% | -5.0% | -11.4% |
| 1Y | -19.9% | -22.1% | +2.2% | -18.2% |
| All | -19.9% | -23.3% | +3.3% | -18.2% |
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