-28.2%
DHR vs FFIV
+92.2%
-120.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | +0.2% | -2.7% | +2.9% | +0.8% |
| 3M | +12.1% | -1.7% | +13.7% | +11.8% |
| 6M | +5.4% | +36.1% | -30.7% | -5.8% |
| YTD | -10.0% | +52.6% | -62.6% | -23.0% |
| 1Y | +4.1% | +21.5% | -17.4% | -4.4% |
| 3Y | -5.2% | +142.7% | -147.9% | -36.6% |
| 5Y | -28.2% | +92.6% | -120.8% | -49.3% |
| All | -28.2% | +92.2% | -120.4% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling