+6,968.9%
DHR vs FE
+561.4%
+6,407.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.9% | +1.9% | -5.8% | -4.5% |
| 30D | +4.0% | -1.2% | +5.2% | +4.3% |
| 3M | +11.5% | +3.5% | +8.0% | +10.2% |
| 6M | +1.9% | -6.1% | +7.9% | +3.6% |
| YTD | -8.9% | +7.6% | -16.5% | -11.2% |
| 1Y | +5.1% | +11.9% | -6.8% | +1.1% |
| 3Y | -10.3% | +48.4% | -58.7% | -21.6% |
| 5Y | -27.8% | +44.8% | -72.6% | -36.8% |
| 10Y | +203.6% | +115.9% | +87.7% | +125.8% |
| All | +6,968.9% | +561.4% | +6,407.4% | +3,641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling