+247.9%
DHR vs FICO
+544.0%
-296.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +7.0% | +8.4% | -1.5% | +4.1% |
| 3M | +15.0% | -30.5% | +45.5% | +22.7% |
| 6M | +37.9% | -35.7% | +73.6% | +48.4% |
| YTD | +3.3% | -57.2% | +60.5% | +22.8% |
| 1Y | +12.8% | -58.4% | +71.2% | +35.0% |
| 3Y | +22.4% | -24.8% | +47.2% | +15.0% |
| 5Y | -9.1% | +79.3% | -88.3% | -38.2% |
| 10Y | +247.9% | +531.6% | -283.7% | +52.3% |
| All | +247.9% | +544.0% | -296.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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