+934.0%
BE vs DHR
+127.0%
+807.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.6% |
| 7D | +9.7% | -5.0% | +14.7% | +13.4% |
| 30D | +22.4% | -3.3% | +25.7% | +24.6% |
| 3M | +10.4% | +9.4% | +0.9% | -1.4% |
| 6M | +67.9% | +3.2% | +64.7% | +55.6% |
| YTD | +197.5% | -12.0% | +209.5% | +210.9% |
| 1Y | +310.6% | +4.9% | +305.7% | +270.7% |
| 3Y | +1,657.2% | -7.4% | +1,664.6% | +1,548.1% |
| 5Y | +1,218.2% | -29.8% | +1,247.9% | +1,463.7% |
| All | +934.0% | +127.0% | +807.0% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling