-27.9%
DHR vs FLEX
+717.1%
-745.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -2.4% | +6.4% | -8.8% | -3.3% |
| 30D | -2.2% | -5.9% | +3.7% | -1.5% |
| 3M | +9.0% | -23.5% | +32.4% | +12.2% |
| 6M | +3.5% | +83.7% | -80.3% | -14.7% |
| YTD | -10.1% | +86.5% | -96.6% | -26.8% |
| 1Y | +6.2% | +100.5% | -94.3% | -16.1% |
| 3Y | -5.4% | +469.8% | -475.2% | -49.3% |
| 5Y | -27.9% | +725.7% | -753.6% | -67.8% |
| All | -27.9% | +717.1% | -745.0% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling