-10.6%
DHR vs FICO
+88.0%
-98.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | +4.0% | -3.8% | -0.6% |
| 30D | +6.4% | -1.5% | +7.9% | +6.2% |
| 3M | +13.6% | -29.8% | +43.4% | +19.8% |
| 6M | +41.9% | -33.3% | +75.1% | +49.7% |
| YTD | +3.4% | -56.9% | +60.3% | +19.6% |
| 1Y | +9.9% | -59.5% | +69.3% | +28.8% |
| 3Y | +21.6% | -26.9% | +48.4% | +13.5% |
| 5Y | -10.6% | +92.9% | -103.5% | -35.8% |
| All | -10.6% | +88.0% | -98.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling