-27.9%
DHR vs FDX
+63.0%
-90.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -2.2% | -4.9% | +2.7% | -1.0% |
| 3M | +9.0% | -6.5% | +15.4% | +10.4% |
| 6M | +3.5% | +6.7% | -3.2% | +0.9% |
| YTD | -10.1% | +33.9% | -44.0% | -17.7% |
| 1Y | +6.2% | +72.2% | -66.0% | -9.3% |
| 3Y | -5.4% | +60.2% | -65.6% | -19.8% |
| 5Y | -27.9% | +62.9% | -90.8% | -44.0% |
| All | -27.9% | +63.0% | -90.9% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling