+249.4%
DHR vs FIX
+3,723.8%
-3,474.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.6% | -13.9% | +16.6% | +4.5% |
| 30D | +7.4% | -35.5% | +43.0% | +13.9% |
| 3M | +13.0% | -33.9% | +46.9% | +18.8% |
| 6M | +38.5% | -43.3% | +81.8% | +47.9% |
| YTD | +3.8% | +18.7% | -14.9% | -3.7% |
| 1Y | +12.6% | +13.8% | -1.1% | +5.0% |
| 3Y | +22.0% | +495.0% | -473.0% | -23.1% |
| 5Y | -9.5% | +1,049.0% | -1,058.6% | -51.5% |
| 10Y | +249.4% | +3,644.4% | -3,395.1% | +40.8% |
| All | +249.4% | +3,723.8% | -3,474.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling