-6.0%
DHR vs FLEX
+465.7%
-471.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.4% | +6.4% | -8.8% | -2.9% |
| 30D | -2.2% | -5.9% | +3.7% | -1.8% |
| 3M | +9.0% | -23.5% | +32.4% | +10.8% |
| 6M | +3.5% | +83.7% | -80.3% | -9.3% |
| YTD | -10.1% | +86.5% | -96.6% | -21.9% |
| 1Y | +6.2% | +100.5% | -94.3% | -9.8% |
| All | -6.0% | +465.7% | -471.8% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling