+7.2%
DHR vs FFIV
+23.9%
-16.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.3% |
| 7D | -2.4% | +3.5% | -5.9% | -2.6% |
| 30D | -2.2% | -1.3% | -0.9% | -2.1% |
| 3M | +9.0% | +2.4% | +6.6% | +8.6% |
| 6M | +3.5% | +41.8% | -38.3% | -1.1% |
| YTD | -10.1% | +58.5% | -68.7% | -15.2% |
| All | +7.2% | +23.9% | -16.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling