+208.4%
DHR vs FAST
+506.4%
-298.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.4% |
| 30D | +0.2% | -4.7% | +5.0% | +2.1% |
| 3M | +12.1% | +7.9% | +4.1% | +8.5% |
| 6M | +5.4% | +7.4% | -2.0% | +1.9% |
| YTD | -10.0% | +25.1% | -35.0% | -18.3% |
| 1Y | +4.1% | +4.7% | -0.6% | +1.0% |
| 3Y | -5.2% | +94.7% | -99.9% | -29.4% |
| 5Y | -28.2% | +106.8% | -135.0% | -48.1% |
| 10Y | +208.4% | +507.7% | -299.3% | +60.4% |
| All | +208.4% | +506.4% | -298.0% | +60.4% |
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