+249.8%
DHR vs FDS
+127.7%
+122.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.2% | +1.5% | -0.3% | +0.6% |
| 30D | +3.7% | +14.8% | -11.1% | -1.9% |
| 3M | +14.5% | +16.3% | -1.8% | +7.1% |
| 6M | +40.9% | +66.2% | -25.3% | +12.8% |
| YTD | +2.4% | +16.2% | -13.8% | -6.3% |
| 1Y | +6.1% | +21.8% | -15.7% | -5.3% |
| 3Y | +21.0% | -23.9% | +44.9% | +31.0% |
| 5Y | -11.4% | -23.1% | +11.7% | -5.6% |
| All | +249.8% | +127.7% | +122.1% | +143.2% |
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 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