+192.4%
DHR vs FND
+58.4%
+134.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +0.2% | -23.6% | +23.8% | +6.3% |
| 3M | +12.1% | +4.3% | +7.7% | +10.1% |
| 6M | +5.4% | -20.3% | +25.7% | +9.6% |
| YTD | -10.0% | -21.3% | +11.3% | -6.6% |
| 1Y | +4.1% | -45.4% | +49.5% | +17.0% |
| 3Y | -5.2% | -48.9% | +43.7% | +5.2% |
| 5Y | -28.2% | -61.0% | +32.8% | -19.2% |
| All | +192.4% | +58.4% | +134.0% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling