+54,893.9%
DHR vs FITB
+2,855.6%
+52,038.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | +4.0% | -4.7% | +8.7% | +4.9% |
| 3M | +11.5% | +6.7% | +4.8% | +10.0% |
| 6M | +1.9% | +12.6% | -10.7% | -0.5% |
| YTD | -8.9% | +19.1% | -28.0% | -12.1% |
| 1Y | +5.1% | +22.6% | -17.5% | +0.8% |
| 3Y | -10.3% | +127.1% | -137.4% | -23.7% |
| 5Y | -27.8% | +71.8% | -99.6% | -36.3% |
| 10Y | +203.6% | +287.2% | -83.6% | +118.4% |
| All | +54,893.9% | +2,855.6% | +52,038.3% | +20,433.2% |
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