-10.6%
DHR vs FLEX
+499.5%
-510.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.9% |
| 7D | +0.2% | +2.2% | -2.1% | -0.4% |
| 30D | +6.4% | -32.6% | +39.0% | +11.7% |
| 3M | +13.6% | -35.5% | +49.1% | +19.7% |
| 6M | +41.9% | -45.6% | +87.4% | +51.3% |
| YTD | +3.4% | +30.7% | -27.3% | -12.8% |
| 1Y | +9.9% | +28.4% | -18.5% | -7.3% |
| 3Y | +21.6% | +301.7% | -280.1% | -34.3% |
| 5Y | -10.6% | +473.3% | -483.9% | -60.5% |
| All | -10.6% | +499.5% | -510.1% | -60.5% |
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 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