+210.9%
DHR vs FDS
+77.2%
+133.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +1.1% |
| 7D | -2.4% | -8.8% | +6.4% | +1.0% |
| 30D | -2.2% | -1.4% | -0.8% | -1.9% |
| 3M | +9.0% | +13.9% | -4.9% | +2.6% |
| 6M | +3.5% | +27.4% | -23.9% | -8.1% |
| YTD | -10.1% | -2.5% | -7.7% | -11.4% |
| 1Y | +6.2% | -23.8% | +30.0% | +15.5% |
| 3Y | -5.4% | -32.5% | +27.1% | +7.3% |
| 5Y | -27.9% | -23.2% | -4.7% | -23.3% |
| All | +210.9% | +77.2% | +133.8% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling