+203.8%
DHR vs FTI
+305.3%
-101.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -4.4% | +0.8% | -3.2% |
| 30D | -2.7% | +1.5% | -4.2% | -2.9% |
| 3M | +10.9% | +8.2% | +2.7% | +9.8% |
| 6M | +3.0% | +18.8% | -15.8% | +0.9% |
| YTD | -12.2% | +71.7% | -83.9% | -17.2% |
| 1Y | +3.3% | +90.0% | -86.7% | -3.7% |
| 3Y | -8.2% | +270.5% | -278.7% | -20.4% |
| 5Y | -29.9% | +1,084.5% | -1,114.4% | -45.7% |
| All | +203.8% | +305.3% | -101.5% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling