-10.6%
DHR vs FDX
+77.4%
-88.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +0.2% | -2.1% | +2.2% | +0.7% |
| 30D | +6.4% | +10.4% | -4.0% | +3.7% |
| 3M | +13.6% | +0.5% | +13.2% | +13.2% |
| 6M | +41.9% | +6.5% | +35.4% | +38.7% |
| YTD | +3.4% | +40.2% | -36.8% | -6.7% |
| 1Y | +9.9% | +52.1% | -42.2% | -3.1% |
| 3Y | +21.6% | +72.8% | -51.3% | +0.6% |
| 5Y | -10.6% | +76.3% | -86.9% | -32.5% |
| All | -10.6% | +77.4% | -88.0% | -32.5% |
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