+61,491.1%
DHR vs FITB
+2,827.5%
+58,663.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +2.6% | +0.8% | +1.7% | +2.4% |
| 30D | +4.2% | +7.3% | -3.1% | +2.8% |
| 3M | +13.0% | -6.3% | +19.3% | +14.3% |
| 6M | +40.2% | +12.6% | +27.6% | +36.8% |
| YTD | +2.0% | +18.0% | -16.0% | -1.4% |
| 1Y | +6.6% | +28.9% | -22.3% | +1.3% |
| 3Y | +19.9% | +139.4% | -119.5% | +1.2% |
| 5Y | -11.7% | +47.2% | -59.0% | -19.9% |
| 10Y | +240.6% | +213.0% | +27.5% | +154.2% |
| All | +61,491.1% | +2,827.5% | +58,663.6% | +22,924.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling