+4,079.3%
DHR vs FLUT
+1,675.5%
+2,403.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | +7.4% | +3.4% | +4.0% | +7.1% |
| 3M | +13.0% | -12.5% | +25.4% | +13.6% |
| 6M | +38.5% | -18.5% | +56.9% | +39.6% |
| YTD | +3.8% | -61.6% | +65.4% | +8.4% |
| 1Y | +12.6% | -64.1% | +76.7% | +17.9% |
| 3Y | +22.0% | -44.5% | +66.4% | +24.8% |
| 5Y | -9.5% | -51.3% | +41.7% | -7.9% |
| 10Y | +249.4% | -25.6% | +275.0% | +250.6% |
| All | +4,079.3% | +1,675.5% | +2,403.8% | +4,039.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling