+247.9%
DHR vs FN
+837.6%
-589.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.7% | +0.8% |
| 7D | +3.1% | +16.3% | -13.1% | +1.0% |
| 30D | +7.0% | -24.7% | +31.7% | +9.8% |
| 3M | +15.0% | -34.9% | +50.0% | +19.3% |
| 6M | +37.9% | -41.1% | +79.0% | +42.8% |
| YTD | +3.3% | -19.6% | +22.9% | +0.4% |
| 1Y | +12.8% | -18.5% | +31.3% | +8.9% |
| 3Y | +22.4% | +119.1% | -96.7% | -4.9% |
| 5Y | -9.1% | +206.9% | -216.0% | -35.7% |
| 10Y | +247.9% | +826.4% | -578.5% | +104.3% |
| All | +247.9% | +837.6% | -589.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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