+9,075.5%
DHR vs FIX
+7,843.3%
+1,232.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.9% |
| 7D | -0.9% | -17.5% | +16.6% | +1.7% |
| 30D | +5.4% | -41.6% | +47.0% | +13.7% |
| 3M | +15.3% | -40.6% | +55.9% | +23.6% |
| 6M | +32.1% | -49.4% | +81.5% | +43.8% |
| YTD | +1.2% | +9.2% | -8.0% | -3.6% |
| 1Y | +10.1% | +6.5% | +3.6% | +5.0% |
| 3Y | +19.9% | +448.7% | -428.9% | -16.7% |
| 5Y | -8.8% | +948.7% | -957.5% | -43.8% |
| 10Y | +255.3% | +3,659.7% | -3,404.4% | +69.2% |
| All | +9,075.5% | +7,843.3% | +1,232.2% | +3,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling