+2.3%
DHR vs FIG
-72.7%
+75.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.4% |
| 7D | -3.6% | -3.8% | +0.2% | -3.5% |
| 30D | -2.7% | -2.3% | -0.4% | -2.7% |
| 3M | +10.9% | +20.0% | -9.0% | +10.2% |
| 6M | +3.0% | -16.7% | +19.7% | +2.9% |
| YTD | -12.2% | -37.9% | +25.7% | -12.5% |
| 1Y | +3.3% | -58.5% | +61.9% | +2.4% |
| All | +2.3% | -72.7% | +75.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling