-8.0%
DHR vs FND
-50.8%
+42.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -5.0% | -5.1% | +0.1% | -3.7% |
| 30D | -3.3% | -22.5% | +19.2% | +3.0% |
| 3M | +9.4% | -5.0% | +14.4% | +9.9% |
| 6M | +3.2% | -21.5% | +24.7% | +8.2% |
| YTD | -12.0% | -23.0% | +11.0% | -7.9% |
| 1Y | +4.9% | -44.9% | +49.8% | +20.1% |
| All | -8.0% | -50.8% | +42.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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