-8.7%
DHR vs FICO
+4.8%
-13.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +1.1% |
| 7D | -3.9% | -19.2% | +15.3% | -0.7% |
| 30D | +4.0% | -14.6% | +18.6% | +6.4% |
| 3M | +11.5% | -20.1% | +31.6% | +14.6% |
| 6M | +1.9% | -36.3% | +38.2% | +7.7% |
| YTD | -8.9% | -44.9% | +36.0% | -1.7% |
| 1Y | +5.1% | -38.6% | +43.7% | +10.7% |
| All | -8.7% | +4.8% | -13.5% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling