-6.5%
DHR vs FIX
+765.6%
-772.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -3.9% | +6.0% | -9.9% | -4.4% |
| 30D | +4.0% | -7.2% | +11.3% | +4.6% |
| 3M | +11.5% | -15.9% | +27.3% | +12.6% |
| 6M | +1.9% | +12.7% | -10.9% | -0.9% |
| YTD | -8.9% | +72.8% | -81.7% | -15.7% |
| 1Y | +5.1% | +122.9% | -117.8% | -6.2% |
| All | -6.5% | +765.6% | -772.2% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling