-6.0%
DHR vs BBWI
-47.8%
+41.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.7% |
| 7D | -2.4% | -4.4% | +2.0% | -1.8% |
| 30D | -2.2% | -7.4% | +5.2% | -1.3% |
| 3M | +9.0% | -2.2% | +11.2% | +8.6% |
| 6M | +3.5% | -16.3% | +19.8% | +5.1% |
| YTD | -10.1% | -9.1% | -1.0% | -10.4% |
| 1Y | +6.2% | -34.5% | +40.7% | +11.7% |
| All | -6.0% | -47.8% | +41.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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