+249.8%
DHR vs FFIV
+118.6%
+131.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +3.7% | -32.4% | +36.1% | +14.6% |
| 3M | +14.5% | -25.7% | +40.2% | +22.6% |
| 6M | +40.9% | -13.5% | +54.4% | +42.9% |
| YTD | +2.4% | +21.1% | -18.7% | -7.7% |
| 1Y | +6.1% | +29.4% | -23.3% | -6.5% |
| 3Y | +21.0% | +94.9% | -73.9% | -11.1% |
| 5Y | -11.4% | +34.7% | -46.1% | -27.9% |
| All | +249.8% | +118.6% | +131.2% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling