+249.2%
DHR vs FTV
+126.9%
+122.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | +7.4% | +18.3% | -10.9% | -0.9% |
| 3M | +13.0% | +9.8% | +3.2% | +7.8% |
| 6M | +38.5% | +12.3% | +26.2% | +30.4% |
| YTD | +3.8% | +23.1% | -19.3% | -7.2% |
| 1Y | +12.6% | +32.5% | -19.9% | -2.9% |
| 3Y | +22.0% | +38.3% | -16.4% | +2.1% |
| 5Y | -9.5% | +16.8% | -26.4% | -19.9% |
| 10Y | +249.4% | +106.6% | +142.8% | +153.1% |
| All | +249.2% | +126.9% | +122.3% | +152.4% |
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