+3,991.3%
DHR vs BB
+258.8%
+3,732.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | -5.6% | +1.7% | -3.3% |
| 30D | +4.0% | -11.8% | +15.8% | +5.2% |
| 3M | +11.5% | -25.5% | +37.0% | +13.8% |
| 6M | +1.9% | +121.3% | -119.4% | -7.8% |
| YTD | -8.9% | +103.2% | -112.1% | -16.8% |
| 1Y | +5.1% | +102.6% | -97.5% | -4.4% |
| 3Y | -10.3% | +37.5% | -47.8% | -17.8% |
| 5Y | -27.8% | -30.4% | +2.6% | -30.7% |
| 10Y | +203.6% | 0.0% | +203.6% | +150.7% |
| All | +3,991.3% | +258.8% | +3,732.5% | +2,084.6% |
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