-28.0%
DHR vs FCUV
-99.8%
+71.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -3.6% | -66.5% | +62.8% | -3.2% |
| 30D | -2.7% | +5.0% | -7.7% | -3.1% |
| 3M | +10.9% | +63.8% | -52.9% | +7.9% |
| 6M | +3.0% | -67.8% | +70.9% | +3.0% |
| YTD | -12.2% | -82.4% | +70.2% | -11.2% |
| 1Y | +3.3% | -94.7% | +98.1% | +7.1% |
| 3Y | -8.2% | -99.3% | +91.0% | -3.0% |
| All | -28.0% | -99.8% | +71.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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