-28.0%
DHR vs FTV
-2.3%
-25.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -3.6% | -4.0% | +0.3% | -1.3% |
| 30D | -2.7% | -11.0% | +8.3% | +4.0% |
| 3M | +10.9% | -8.4% | +19.3% | +16.2% |
| 6M | +3.0% | -2.6% | +5.6% | +3.8% |
| YTD | -12.2% | -0.6% | -11.6% | -13.5% |
| 1Y | +3.3% | +11.0% | -7.6% | -5.1% |
| 3Y | -8.2% | -6.3% | -1.9% | -8.5% |
| All | -28.0% | -2.3% | -25.8% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling