-11.7%
DHR vs FIS
-72.9%
+61.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | +0.1% |
| 7D | +2.6% | -3.5% | +6.1% | +3.3% |
| 30D | +4.2% | -19.4% | +23.6% | +7.7% |
| 3M | +13.0% | -31.6% | +44.6% | +21.8% |
| 6M | +40.2% | -32.5% | +72.7% | +51.1% |
| YTD | +2.0% | -56.0% | +58.0% | +23.3% |
| 1Y | +6.6% | -55.5% | +62.1% | +28.4% |
| 3Y | +19.9% | -41.3% | +61.2% | +33.5% |
| 5Y | -11.7% | -72.3% | +60.5% | +12.8% |
| All | -11.7% | -72.9% | +61.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling