-6.5%
DHR vs FE
+50.0%
-56.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.9% | +1.9% | -5.8% | -4.4% |
| 30D | +4.0% | -1.2% | +5.2% | +4.3% |
| 3M | +11.5% | +3.5% | +8.0% | +10.4% |
| 6M | +1.9% | -6.1% | +7.9% | +3.4% |
| YTD | -8.9% | +7.6% | -16.5% | -11.0% |
| 1Y | +5.1% | +11.9% | -6.8% | +1.2% |
| All | -6.5% | +50.0% | -56.5% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling