+247.9%
DHR vs FAST
+606.6%
-358.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.0% |
| 7D | +3.1% | +3.8% | -0.7% | +1.6% |
| 30D | +7.0% | +8.1% | -1.1% | +3.7% |
| 3M | +15.0% | +5.8% | +9.2% | +12.3% |
| 6M | +37.9% | +24.9% | +13.0% | +26.0% |
| YTD | +3.3% | +38.9% | -35.6% | -10.1% |
| 1Y | +12.8% | +36.5% | -23.6% | -1.2% |
| 3Y | +22.4% | +98.1% | -75.8% | -9.3% |
| 5Y | -9.1% | +109.3% | -118.4% | -35.0% |
| 10Y | +247.9% | +547.9% | -300.0% | +89.0% |
| All | +247.9% | +606.6% | -358.6% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling