-10.0%
DHR vs FIX
+1,026.2%
-1,036.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +1.2% | +9.4% | -8.2% | 0.0% |
| 30D | +3.7% | -27.8% | +31.5% | +7.4% |
| 3M | +14.5% | -35.6% | +50.0% | +19.9% |
| 6M | +40.9% | -45.2% | +86.1% | +50.0% |
| YTD | +2.4% | +19.5% | -17.1% | -5.5% |
| 1Y | +6.1% | +24.2% | -18.1% | -2.9% |
| 3Y | +21.0% | +494.2% | -473.2% | -29.6% |
| All | -10.0% | +1,026.2% | -1,036.2% | -62.0% |
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