-11.6%
DHR vs FICO
+81.4%
-93.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.9% | -0.9% | +0.1% | -0.7% |
| 30D | +5.4% | +3.3% | +2.0% | +4.1% |
| 3M | +15.3% | -31.7% | +47.1% | +22.2% |
| 6M | +32.1% | -34.0% | +66.1% | +39.5% |
| YTD | +1.2% | -58.3% | +59.5% | +17.6% |
| 1Y | +10.1% | -57.9% | +68.0% | +27.5% |
| 3Y | +19.9% | -24.1% | +43.9% | +10.2% |
| All | -11.6% | +81.4% | -93.0% | -36.9% |
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