+1,230.0%
DHR vs FERG
+1,301.2%
-71.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | -3.3% | -11.8% | +8.5% | -1.8% |
| 3M | +9.4% | -1.2% | +10.7% | +9.5% |
| 6M | +3.2% | -2.3% | +5.5% | +3.3% |
| YTD | -12.0% | +0.8% | -12.8% | -12.3% |
| 1Y | +4.9% | +0.5% | +4.4% | +4.5% |
| 3Y | -7.4% | +51.4% | -58.7% | -12.0% |
| 5Y | -29.8% | +67.5% | -97.3% | -34.5% |
| 10Y | +209.1% | +348.1% | -139.1% | +176.7% |
| All | +1,230.0% | +1,301.2% | -71.2% | +1,048.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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