+247.9%
DHR vs FIX
+4,032.2%
-3,784.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +0.7% |
| 7D | +3.1% | -7.2% | +10.4% | +3.8% |
| 30D | +7.0% | -35.1% | +42.1% | +13.3% |
| 3M | +15.0% | -34.3% | +49.3% | +21.1% |
| 6M | +37.9% | -42.9% | +80.8% | +47.1% |
| YTD | +3.3% | +19.5% | -16.1% | -4.2% |
| 1Y | +12.8% | +16.8% | -4.0% | +4.7% |
| 3Y | +22.4% | +506.7% | -484.3% | -23.1% |
| 5Y | -9.1% | +1,046.7% | -1,055.8% | -51.2% |
| 10Y | +247.9% | +3,800.0% | -3,552.0% | +39.3% |
| All | +247.9% | +4,032.2% | -3,784.2% | +39.3% |
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