-27.9%
DHR vs FITB
+70.3%
-98.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -2.2% | -5.1% | +3.0% | -0.6% |
| 3M | +9.0% | +3.5% | +5.4% | +7.4% |
| 6M | +3.5% | +17.2% | -13.7% | -2.3% |
| YTD | -10.1% | +17.6% | -27.8% | -15.5% |
| 1Y | +6.2% | +23.4% | -17.2% | -2.0% |
| 3Y | -5.4% | +129.7% | -135.1% | -29.1% |
| 5Y | -27.9% | +68.4% | -96.3% | -38.9% |
| All | -27.9% | +70.3% | -98.2% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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