-6.0%
DHR vs FTV
-3.3%
-2.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.4% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | -2.2% | -9.5% | +7.4% | +2.7% |
| 3M | +9.0% | -10.9% | +19.9% | +15.0% |
| 6M | +3.5% | -0.6% | +4.1% | +3.2% |
| YTD | -10.1% | +1.4% | -11.6% | -12.1% |
| 1Y | +6.2% | +17.6% | -11.4% | -4.5% |
| All | -6.0% | -3.3% | -2.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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