+10.7%
DHR vs FAST
+32.0%
-21.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | +0.4% | +3.4% | -3.1% | -0.6% |
| 30D | +6.2% | +5.5% | +0.7% | +4.5% |
| 3M | +20.8% | +7.6% | +13.2% | +18.1% |
| 6M | +35.5% | +19.8% | +15.7% | +27.9% |
| YTD | +3.2% | +35.5% | -32.2% | -8.5% |
| 1Y | +10.7% | +31.6% | -20.9% | -1.0% |
| All | +10.7% | +32.0% | -21.3% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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