+215.7%
DHR vs FE
+110.4%
+105.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | +9.0% | +1.7% | +7.3% | +8.3% |
| 6M | +3.5% | -7.5% | +11.0% | +5.7% |
| YTD | -10.1% | +6.3% | -16.5% | -12.1% |
| 1Y | +6.2% | +10.9% | -4.7% | +2.4% |
| 3Y | -5.4% | +46.9% | -52.3% | -17.2% |
| 5Y | -27.9% | +47.6% | -75.5% | -37.2% |
| 10Y | +215.7% | +114.5% | +101.3% | +161.0% |
| All | +215.7% | +110.4% | +105.4% | +161.0% |
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