+22.0%
DHR vs FICO
-24.1%
+46.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | +7.4% | +9.4% | -2.0% | +5.8% |
| 3M | +13.0% | -30.4% | +43.4% | +17.7% |
| 6M | +38.5% | -35.1% | +73.6% | +44.8% |
| YTD | +3.8% | -56.8% | +60.5% | +14.4% |
| 1Y | +12.6% | -58.4% | +71.0% | +24.8% |
| 3Y | +22.0% | -26.7% | +48.7% | +29.3% |
| All | +22.0% | -24.1% | +46.1% | +29.3% |
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 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