+20.6%
DHR vs FGI
+12.3%
+8.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.4% |
| 7D | +2.6% | +13.5% | -10.9% | +2.5% |
| 30D | +4.2% | +17.1% | -12.9% | +4.1% |
| 3M | +13.0% | +78.0% | -65.0% | +12.3% |
| 6M | +40.2% | +46.4% | -6.3% | +39.4% |
| YTD | +2.0% | +47.7% | -45.7% | +1.4% |
| 1Y | +6.6% | +56.8% | -50.2% | +5.9% |
| All | +20.6% | +12.3% | +8.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling