+204.4%
DHR vs FIS
-39.9%
+244.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -5.0% | -8.9% | +3.9% | -2.0% |
| 30D | -3.3% | -9.9% | +6.6% | -0.1% |
| 3M | +9.4% | 0.0% | +9.5% | +8.8% |
| 6M | +3.2% | -22.9% | +26.1% | +11.7% |
| YTD | -12.0% | -40.9% | +28.8% | +3.9% |
| 1Y | +4.9% | -40.4% | +45.3% | +23.4% |
| 3Y | -7.4% | -25.4% | +18.0% | -0.7% |
| 5Y | -29.8% | -64.8% | +35.1% | -4.6% |
| All | +204.4% | -39.9% | +244.2% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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