+20.6%
DHR vs FTV
+39.1%
-18.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +2.6% | +3.7% | -1.1% | +0.8% |
| 30D | +4.2% | +16.8% | -12.7% | -3.6% |
| 3M | +13.0% | +10.4% | +2.6% | +7.4% |
| 6M | +40.2% | +12.8% | +27.3% | +31.3% |
| YTD | +2.0% | +23.3% | -21.3% | -9.7% |
| 1Y | +6.6% | +31.0% | -24.4% | -8.9% |
| All | +20.6% | +39.1% | -18.5% | -3.2% |
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