+19.9%
DHR vs FN
+101.0%
-81.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -9.9% | +1.2% |
| 7D | -0.9% | 0.0% | -0.8% | -1.0% |
| 30D | +5.4% | -34.3% | +39.7% | +7.1% |
| 3M | +15.3% | -39.9% | +55.2% | +17.5% |
| 6M | +32.1% | -51.8% | +84.0% | +36.1% |
| YTD | +1.2% | -28.1% | +29.3% | -0.9% |
| 1Y | +10.1% | -29.1% | +39.2% | +7.8% |
| 3Y | +19.9% | +102.4% | -82.6% | -1.3% |
| All | +19.9% | +101.0% | -81.2% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling