-10.9%
DHR vs FBTC
+60.2%
-71.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -3.1% | -0.5% | -3.4% |
| 30D | -2.7% | +22.0% | -24.8% | -4.1% |
| 3M | +10.9% | +21.6% | -10.7% | +9.3% |
| 6M | +3.0% | +9.2% | -6.2% | +2.2% |
| YTD | -12.2% | -11.8% | -0.4% | -11.7% |
| 1Y | +3.3% | -32.7% | +36.0% | +6.0% |
| All | -10.9% | +60.2% | -71.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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