-27.8%
DHR vs FDS
-20.8%
-7.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.3% |
| 7D | -0.8% | -5.4% | +4.6% | +1.0% |
| 30D | +0.2% | +1.6% | -1.4% | -0.5% |
| 3M | +12.1% | +17.7% | -5.7% | +5.2% |
| 6M | +5.4% | +29.1% | -23.6% | -5.4% |
| YTD | -10.0% | +1.0% | -10.9% | -11.0% |
| 1Y | +4.1% | -21.6% | +25.7% | +15.3% |
| 3Y | -5.2% | -30.1% | +24.9% | +8.8% |
| All | -27.8% | -20.8% | -7.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling