+21.0%
DHR vs FTI
+212.2%
-191.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +1.2% | +4.3% | -3.1% | +0.6% |
| 30D | +3.7% | -4.7% | +8.4% | +4.3% |
| 3M | +14.5% | -13.5% | +28.0% | +16.7% |
| 6M | +40.9% | -8.7% | +49.6% | +42.0% |
| YTD | +2.4% | +49.0% | -46.6% | -7.1% |
| 1Y | +6.1% | +54.0% | -47.9% | -4.4% |
| 3Y | +21.0% | +211.6% | -190.6% | -3.8% |
| All | +21.0% | +212.2% | -191.2% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling