+4.1%
DHR vs FIX
+132.0%
-127.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.2% |
| 7D | -0.8% | +6.1% | -6.9% | -0.9% |
| 30D | +0.2% | -2.7% | +2.9% | +0.3% |
| 3M | +12.1% | -10.9% | +23.0% | +12.2% |
| 6M | +5.4% | +29.0% | -23.6% | +1.9% |
| YTD | -10.0% | +76.9% | -86.9% | -15.0% |
| 1Y | +4.1% | +130.7% | -126.7% | -6.2% |
| All | +4.1% | +132.0% | -127.9% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling