+3,744.3%
DHR vs FIS
+238.5%
+3,505.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.0% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | +3.7% | -16.7% | +20.4% | +7.8% |
| 3M | +14.5% | -32.3% | +46.8% | +27.4% |
| 6M | +40.9% | -29.1% | +70.0% | +53.6% |
| YTD | +2.4% | -54.1% | +56.5% | +29.0% |
| 1Y | +6.1% | -53.7% | +59.8% | +33.2% |
| 3Y | +21.0% | -38.8% | +59.9% | +35.7% |
| 5Y | -11.4% | -71.1% | +59.7% | +23.2% |
| 10Y | +241.8% | -53.1% | +294.9% | +288.6% |
| All | +3,744.3% | +238.5% | +3,505.8% | +2,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling