+60,984.4%
DHR vs FICO
+78,645.2%
-17,660.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +15.3% | -31.7% | +47.1% | +20.4% |
| 6M | +32.1% | -34.0% | +66.1% | +37.8% |
| YTD | +1.2% | -58.3% | +59.5% | +12.6% |
| 1Y | +10.1% | -57.9% | +68.0% | +22.2% |
| 3Y | +19.9% | -24.1% | +43.9% | +18.6% |
| 5Y | -8.8% | +85.3% | -94.1% | -22.3% |
| 10Y | +255.3% | +520.3% | -265.0% | +152.7% |
| All | +60,984.4% | +78,645.2% | -17,660.8% | +32,676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling