-48.1%
TOST vs DHI
+64.6%
-112.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -4.7% | -2.3% | -2.3% | -3.5% |
| 30D | -9.1% | -5.3% | -3.8% | -6.5% |
| 3M | +29.8% | -7.8% | +37.6% | +34.7% |
| 6M | +10.0% | -5.4% | +15.4% | +11.2% |
| YTD | -8.6% | -2.7% | -5.9% | -11.0% |
| 1Y | -20.7% | -21.0% | +0.3% | -12.6% |
| 3Y | +55.7% | +22.2% | +33.5% | +9.8% |
| All | -48.1% | +64.6% | -112.7% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling