+245.2%
DHR vs FIX
+3,814.3%
-3,569.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -1.1% |
| 7D | +0.2% | +6.4% | -6.3% | -0.9% |
| 30D | +6.4% | -29.1% | +35.5% | +11.2% |
| 3M | +13.6% | -31.1% | +44.8% | +18.8% |
| 6M | +41.9% | -42.8% | +84.7% | +51.4% |
| YTD | +3.4% | +24.6% | -21.2% | -4.8% |
| 1Y | +9.9% | +21.9% | -12.1% | +1.2% |
| 3Y | +21.6% | +524.9% | -503.4% | -23.9% |
| 5Y | -10.6% | +1,092.2% | -1,102.8% | -52.4% |
| 10Y | +245.2% | +3,759.0% | -3,513.9% | +38.8% |
| All | +245.2% | +3,814.3% | -3,569.1% | +38.8% |
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