+3,681.9%
DHR vs FTI
+1,779.9%
+1,902.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | +1.2% | +4.3% | -3.1% | +0.4% |
| 30D | +3.7% | -4.7% | +8.4% | +4.5% |
| 3M | +14.5% | -13.5% | +28.0% | +17.3% |
| 6M | +40.9% | -8.7% | +49.6% | +42.2% |
| YTD | +2.4% | +49.0% | -46.6% | -6.1% |
| 1Y | +6.1% | +54.0% | -47.9% | -3.3% |
| 3Y | +21.0% | +211.6% | -190.6% | -5.4% |
| 5Y | -11.4% | +881.9% | -893.3% | -46.7% |
| 10Y | +241.8% | +188.1% | +53.7% | +134.6% |
| All | +3,681.9% | +1,779.9% | +1,902.1% | +1,033.1% |
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