-6.0%
DHR vs USFR
+14.0%
-20.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.2% |
| 30D | -2.2% | +0.3% | -2.4% | -1.3% |
| 3M | +9.0% | +1.0% | +8.0% | +13.1% |
| 6M | +3.5% | +1.9% | +1.5% | +11.2% |
| YTD | -10.1% | +2.7% | -12.8% | -1.1% |
| 1Y | +6.2% | +4.0% | +2.2% | +21.4% |
| All | -6.0% | +14.0% | -20.1% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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