-28.0%
DHR vs FISV
-53.5%
+25.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.2% |
| 30D | -2.7% | 0.0% | -2.8% | -2.9% |
| 3M | +10.9% | -2.8% | +13.7% | +11.0% |
| 6M | +3.0% | -11.8% | +14.9% | +4.9% |
| YTD | -12.2% | -23.2% | +11.0% | -8.4% |
| 1Y | +3.3% | -62.0% | +65.3% | +20.9% |
| 3Y | -8.2% | -57.6% | +49.4% | -5.0% |
| All | -28.0% | -53.5% | +25.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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