-11.6%
DHR vs FIX
+933.9%
-945.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.0% |
| 7D | -0.9% | -17.5% | +16.6% | +1.2% |
| 30D | +5.4% | -41.6% | +47.0% | +12.1% |
| 3M | +15.3% | -40.6% | +55.9% | +22.0% |
| 6M | +32.1% | -49.4% | +81.5% | +42.0% |
| YTD | +1.2% | +9.2% | -8.0% | -5.5% |
| 1Y | +10.1% | +6.5% | +3.6% | +3.0% |
| 3Y | +19.9% | +448.7% | -428.9% | -29.6% |
| All | -11.6% | +933.9% | -945.5% | -62.3% |
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 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