+204.4%
DHR vs FHN
+129.4%
+74.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -3.3% | -2.6% | -0.7% | -3.0% |
| 3M | +9.4% | +0.8% | +8.6% | +9.2% |
| 6M | +3.2% | +9.2% | -6.1% | +1.7% |
| YTD | -12.0% | +5.1% | -17.1% | -12.9% |
| 1Y | +4.9% | +12.2% | -7.3% | +2.7% |
| 3Y | -7.4% | +132.4% | -139.8% | -18.7% |
| 5Y | -29.8% | +91.1% | -120.8% | -38.5% |
| All | +204.4% | +129.4% | +74.9% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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