-27.3%
DHR vs FIX
+2,061.9%
-2,089.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -3.9% | +6.0% | -9.9% | -4.7% |
| 30D | +4.0% | -7.2% | +11.3% | +4.9% |
| 3M | +11.5% | -15.9% | +27.3% | +13.2% |
| 6M | +1.9% | +12.7% | -10.9% | -2.0% |
| YTD | -8.9% | +72.8% | -81.7% | -18.8% |
| 1Y | +5.1% | +122.9% | -117.8% | -11.2% |
| 3Y | -10.3% | +774.3% | -784.6% | -48.4% |
| All | -27.3% | +2,061.9% | -2,089.2% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling