+204.4%
DHR vs FLUT
-11.0%
+215.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -5.0% | -3.6% | -1.4% | -4.6% |
| 30D | -3.3% | -0.3% | -3.0% | -3.4% |
| 3M | +9.4% | -12.6% | +22.1% | +10.7% |
| 6M | +3.2% | -8.0% | +11.1% | +3.6% |
| YTD | -12.0% | -54.1% | +42.1% | -6.0% |
| 1Y | +4.9% | -66.1% | +71.0% | +15.0% |
| 3Y | -7.4% | -45.0% | +37.7% | -3.6% |
| 5Y | -29.8% | -51.2% | +21.5% | -28.8% |
| All | +204.4% | -11.0% | +215.4% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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