+52.2%
TOST vs DHI
+22.0%
+30.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -4.7% | -2.3% | -2.3% | -4.0% |
| 30D | -9.1% | -5.3% | -3.8% | -7.7% |
| 3M | +29.8% | -7.8% | +37.6% | +32.5% |
| 6M | +10.0% | -5.4% | +15.4% | +10.9% |
| YTD | -8.6% | -2.7% | -5.9% | -9.7% |
| 1Y | -20.7% | -21.0% | +0.3% | -16.1% |
| All | +52.2% | +22.0% | +30.2% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling