+7,751.7%
DHR vs FE
+563.2%
+7,188.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -0.9% | 0.0% | -0.8% | -0.9% |
| 30D | +5.4% | +5.2% | +0.2% | +3.7% |
| 3M | +15.3% | 0.0% | +15.4% | +15.2% |
| 6M | +32.1% | +5.0% | +27.1% | +29.9% |
| YTD | +1.2% | +7.9% | -6.7% | -1.6% |
| 1Y | +10.1% | +6.3% | +3.8% | +7.5% |
| 3Y | +19.9% | +46.0% | -26.2% | +5.2% |
| 5Y | -8.8% | +45.6% | -54.4% | -20.3% |
| 10Y | +255.3% | +109.3% | +146.0% | +166.7% |
| All | +7,751.7% | +563.2% | +7,188.6% | +4,048.5% |
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