+1,366.9%
DHR vs FN
+2,887.5%
-1,520.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -9.9% | +0.4% |
| 7D | -0.9% | 0.0% | -0.8% | -1.1% |
| 30D | +5.4% | -34.3% | +39.7% | +10.0% |
| 3M | +15.3% | -39.9% | +55.2% | +20.8% |
| 6M | +32.1% | -51.8% | +84.0% | +40.3% |
| YTD | +1.2% | -28.1% | +29.3% | +0.2% |
| 1Y | +10.1% | -29.1% | +39.2% | +8.8% |
| 3Y | +19.9% | +102.4% | -82.6% | -2.4% |
| 5Y | -8.8% | +171.7% | -180.4% | -30.5% |
| 10Y | +255.3% | +773.5% | -518.2% | +124.1% |
| All | +1,366.9% | +2,887.5% | -1,520.6% | +644.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling