-5.2%
DHR vs FLUT
-42.5%
+37.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.8% | +3.8% | -4.6% | -1.4% |
| 30D | +0.2% | +6.3% | -6.1% | -0.9% |
| 3M | +12.1% | -4.0% | +16.1% | +12.3% |
| 6M | +5.4% | -10.3% | +15.7% | +6.5% |
| YTD | -10.0% | -53.2% | +43.2% | -0.4% |
| 1Y | +4.1% | -65.0% | +69.1% | +20.1% |
| 3Y | -5.2% | -43.9% | +38.7% | -1.8% |
| All | -5.2% | -42.5% | +37.3% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling