+54,893.9%
DHR vs FHN
+1,824.4%
+53,069.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | +4.0% | -4.7% | +8.7% | +5.0% |
| 3M | +11.5% | +3.5% | +7.9% | +10.6% |
| 6M | +1.9% | +7.8% | -6.0% | +0.2% |
| YTD | -8.9% | +5.9% | -14.8% | -10.2% |
| 1Y | +5.1% | +12.5% | -7.4% | +2.0% |
| 3Y | -10.3% | +117.2% | -127.5% | -25.2% |
| 5Y | -27.8% | +86.5% | -114.3% | -40.7% |
| 10Y | +203.6% | +125.7% | +77.9% | +119.6% |
| All | +54,893.9% | +1,824.4% | +53,069.5% | +17,706.7% |
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