+249.4%
DHR vs FE
+110.9%
+138.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +7.4% | +4.3% | +3.1% | +6.0% |
| 3M | +13.0% | +0.4% | +12.6% | +12.7% |
| 6M | +38.5% | +6.9% | +31.5% | +35.3% |
| YTD | +3.8% | +8.0% | -4.3% | +0.9% |
| 1Y | +12.6% | +4.8% | +7.8% | +10.5% |
| 3Y | +22.0% | +49.0% | -27.0% | +6.1% |
| 5Y | -9.5% | +46.2% | -55.8% | -21.2% |
| 10Y | +249.4% | +120.9% | +128.5% | +186.6% |
| All | +249.4% | +110.9% | +138.5% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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