+204.4%
DHR vs FDS
+66.9%
+137.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | +0.1% |
| 7D | -5.0% | -16.0% | +11.0% | +1.4% |
| 30D | -3.3% | -6.7% | +3.4% | -1.0% |
| 3M | +9.4% | +6.0% | +3.5% | +5.9% |
| 6M | +3.2% | +25.1% | -21.9% | -7.9% |
| YTD | -12.0% | -8.1% | -3.9% | -11.4% |
| 1Y | +4.9% | -26.0% | +30.9% | +15.1% |
| 3Y | -7.4% | -36.4% | +29.1% | +7.4% |
| 5Y | -29.8% | -27.7% | -2.0% | -23.6% |
| All | +204.4% | +66.9% | +137.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling