+4,499.1%
DHR vs BB
+314.8%
+4,184.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +1.2% | +1.8% | -0.6% | +1.0% |
| 30D | +3.7% | +8.1% | -4.4% | +2.7% |
| 3M | +14.5% | -1.0% | +15.5% | +14.0% |
| 6M | +40.9% | +45.9% | -5.0% | +33.3% |
| YTD | +2.4% | +134.8% | -132.4% | -8.2% |
| 1Y | +6.1% | +104.6% | -98.5% | -3.6% |
| 3Y | +21.0% | +152.8% | -131.8% | +4.3% |
| 5Y | -11.4% | -17.4% | +6.0% | -16.5% |
| 10Y | +241.8% | +22.4% | +219.4% | +175.5% |
| All | +4,499.1% | +314.8% | +4,184.3% | +2,310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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