+10,905.0%
DHR vs FDS
+10,549.7%
+355.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -1.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.7% |
| 30D | +6.4% | +16.0% | -9.6% | +1.6% |
| 3M | +13.6% | +18.8% | -5.2% | +7.3% |
| 6M | +41.9% | +54.1% | -12.3% | +22.8% |
| YTD | +3.4% | +17.0% | -13.6% | -4.0% |
| 1Y | +9.9% | +25.5% | -15.7% | -0.4% |
| 3Y | +21.6% | -23.3% | +44.9% | +26.1% |
| 5Y | -10.6% | -22.6% | +12.0% | -7.6% |
| 10Y | +245.2% | +130.2% | +115.0% | +159.1% |
| All | +10,905.0% | +10,549.7% | +355.2% | +3,608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling