+61,491.1%
DHR vs FHN
+1,718.9%
+59,772.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +4.2% | +2.8% | +1.4% | +3.6% |
| 3M | +13.0% | -8.9% | +21.9% | +15.1% |
| 6M | +40.2% | -0.7% | +40.9% | +40.1% |
| YTD | +2.0% | +0.1% | +2.0% | +1.7% |
| 1Y | +6.6% | +10.4% | -3.8% | +4.1% |
| 3Y | +19.9% | +128.8% | -108.9% | -0.9% |
| 5Y | -11.7% | +61.5% | -73.2% | -25.1% |
| 10Y | +240.6% | +83.0% | +157.5% | +158.3% |
| All | +61,491.1% | +1,718.9% | +59,772.2% | +20,068.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling