+204.4%
DHR vs FDX
+182.3%
+22.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.3% |
| 7D | -5.0% | -3.9% | -1.1% | -4.0% |
| 30D | -3.3% | -3.3% | 0.0% | -2.6% |
| 3M | +9.4% | -2.0% | +11.4% | +9.5% |
| 6M | +3.2% | +8.0% | -4.9% | +0.2% |
| YTD | -12.0% | +35.0% | -47.0% | -19.7% |
| 1Y | +4.9% | +73.7% | -68.8% | -10.8% |
| 3Y | -7.4% | +61.6% | -68.9% | -21.6% |
| 5Y | -29.8% | +65.4% | -95.1% | -42.7% |
| All | +204.4% | +182.3% | +22.1% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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