-11.6%
DHR vs FAST
+103.6%
-115.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -0.9% | +2.1% | -2.9% | -1.7% |
| 30D | +5.4% | +6.9% | -1.5% | +2.2% |
| 3M | +15.3% | +4.8% | +10.5% | +12.7% |
| 6M | +32.1% | +19.8% | +12.4% | +21.3% |
| YTD | +1.2% | +34.9% | -33.7% | -12.9% |
| 1Y | +10.1% | +32.8% | -22.7% | -4.6% |
| 3Y | +19.9% | +93.7% | -73.9% | -17.5% |
| All | -11.6% | +103.6% | -115.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling