+244.7%
DHR vs FTV
+127.6%
+117.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +3.9% | -2.7% | -0.6% |
| 30D | +3.7% | +18.7% | -15.0% | -4.4% |
| 3M | +14.5% | +10.0% | +4.5% | +9.2% |
| 6M | +40.9% | +14.6% | +26.4% | +31.4% |
| YTD | +2.4% | +23.4% | -21.0% | -8.6% |
| 1Y | +6.1% | +31.3% | -25.2% | -8.1% |
| 3Y | +21.0% | +39.8% | -18.8% | +0.8% |
| 5Y | -11.4% | +17.7% | -29.1% | -21.8% |
| 10Y | +241.8% | +110.2% | +131.6% | +146.7% |
| All | +244.7% | +127.6% | +117.1% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling