+10.7%
DHR vs FRMI
-93.1%
+103.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.6% | +12.7% | +1.8% |
| 7D | +0.4% | -39.7% | +40.1% | -0.7% |
| 30D | +6.2% | -55.2% | +61.4% | +4.2% |
| 3M | +20.8% | -71.2% | +92.0% | +17.2% |
| 6M | +35.5% | -64.1% | +99.6% | +32.5% |
| YTD | +3.2% | -77.2% | +80.5% | +1.0% |
| 1Y | +10.7% | -93.2% | +103.8% | +5.1% |
| All | +10.7% | -93.1% | +103.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling