+204.4%
DHR vs FFIV
+238.2%
-33.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -5.0% | +1.6% | -6.6% | -5.4% |
| 30D | -3.3% | -3.7% | +0.4% | -2.4% |
| 3M | +9.4% | +2.0% | +7.5% | +8.0% |
| 6M | +3.2% | +39.3% | -36.1% | -8.2% |
| YTD | -12.0% | +56.1% | -68.1% | -25.0% |
| 1Y | +4.9% | +22.0% | -17.1% | -3.7% |
| 3Y | -7.4% | +148.2% | -155.6% | -35.2% |
| 5Y | -29.8% | +96.3% | -126.1% | -48.0% |
| All | +204.4% | +238.2% | -33.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FFIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling