+208.4%
DHR vs FIX
+5,976.4%
-5,768.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.5% |
| 7D | -0.8% | +6.1% | -6.9% | -1.7% |
| 30D | +0.2% | -2.7% | +2.9% | +0.4% |
| 3M | +12.1% | -10.9% | +23.0% | +12.9% |
| 6M | +5.4% | +29.0% | -23.6% | -1.0% |
| YTD | -10.0% | +76.9% | -86.9% | -20.4% |
| 1Y | +4.1% | +130.7% | -126.7% | -13.1% |
| 3Y | -5.2% | +790.7% | -795.9% | -42.8% |
| 5Y | -28.2% | +2,185.6% | -2,213.8% | -65.0% |
| 10Y | +208.4% | +5,993.3% | -5,784.9% | +21.7% |
| All | +208.4% | +5,976.4% | -5,768.0% | +21.7% |
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