+9,594.6%
DHR vs FDS
+9,502.8%
+91.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | -3.9% | -1.9% | -2.0% | -3.4% |
| 30D | +4.0% | +9.0% | -5.0% | +1.3% |
| 3M | +11.5% | +18.9% | -7.4% | +5.3% |
| 6M | +1.9% | +35.1% | -33.3% | -8.2% |
| YTD | -8.9% | +5.5% | -14.4% | -12.3% |
| 1Y | +5.1% | -16.8% | +21.9% | +7.7% |
| 3Y | -10.3% | -28.1% | +17.8% | -4.6% |
| 5Y | -27.8% | -17.4% | -10.4% | -26.3% |
| 10Y | +203.6% | +85.4% | +118.2% | +143.3% |
| All | +9,594.6% | +9,502.8% | +91.8% | +3,288.8% |
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