+3,264.4%
DHR vs FTI
+2,165.1%
+1,099.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.9% | +5.3% | -9.2% | -4.8% |
| 30D | +4.0% | +15.3% | -11.3% | +1.2% |
| 3M | +11.5% | +15.8% | -4.3% | +8.0% |
| 6M | +1.9% | +22.6% | -20.7% | -2.7% |
| YTD | -8.9% | +79.5% | -88.5% | -19.1% |
| 1Y | +5.1% | +102.0% | -96.9% | -9.0% |
| 3Y | -10.3% | +315.8% | -326.1% | -33.5% |
| 5Y | -27.8% | +1,129.5% | -1,157.3% | -58.5% |
| 10Y | +203.6% | +320.9% | -117.3% | +91.4% |
| All | +3,264.4% | +2,165.1% | +1,099.2% | +876.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling