+3,319.9%
DHR vs FIS
+374.5%
+2,945.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.9% | +1.1% | -5.0% | -4.2% |
| 30D | +4.0% | -2.2% | +6.2% | +4.6% |
| 3M | +11.5% | +2.1% | +9.4% | +10.2% |
| 6M | +1.9% | -14.7% | +16.5% | +6.7% |
| YTD | -8.9% | -35.7% | +26.8% | +4.9% |
| 1Y | +5.1% | -37.1% | +42.2% | +21.7% |
| 3Y | -10.3% | -20.0% | +9.7% | -5.9% |
| 5Y | -27.8% | -62.1% | +34.3% | -6.3% |
| 10Y | +203.6% | -37.4% | +241.0% | +220.7% |
| All | +3,319.9% | +374.5% | +2,945.4% | +1,811.2% |
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 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