+204.4%
DHR vs FLEX
+1,045.7%
-841.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -3.3% | -11.8% | +8.4% | -1.5% |
| 3M | +9.4% | -22.6% | +32.0% | +12.5% |
| 6M | +3.2% | +77.3% | -74.2% | -12.3% |
| YTD | -12.0% | +78.8% | -90.8% | -25.8% |
| 1Y | +4.9% | +86.1% | -81.2% | -12.9% |
| 3Y | -7.4% | +446.2% | -453.6% | -41.2% |
| 5Y | -29.8% | +689.7% | -719.5% | -59.3% |
| All | +204.4% | +1,045.7% | -841.3% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling