+3,179.2%
DHR vs FFIV
+7,518.9%
-4,339.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | +4.0% | -5.1% | +9.1% | +4.6% |
| 3M | +11.5% | -4.5% | +15.9% | +11.9% |
| 6M | +1.9% | +36.5% | -34.6% | -2.6% |
| YTD | -8.9% | +53.0% | -61.9% | -14.3% |
| 1Y | +5.1% | +24.2% | -19.1% | +1.3% |
| 3Y | -10.3% | +137.2% | -147.5% | -20.9% |
| 5Y | -27.8% | +91.8% | -119.6% | -34.9% |
| 10Y | +203.6% | +215.2% | -11.5% | +155.1% |
| All | +3,179.2% | +7,518.9% | -4,339.7% | +1,680.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling