+54,893.9%
DHR vs BBWI
+1,034.6%
+53,859.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | -3.9% | +1.5% | -5.4% | -4.2% |
| 30D | +4.0% | -5.2% | +9.2% | +4.7% |
| 3M | +11.5% | +11.1% | +0.4% | +8.3% |
| 6M | +1.9% | -13.4% | +15.2% | +3.1% |
| YTD | -8.9% | +0.1% | -9.0% | -10.9% |
| 1Y | +5.1% | -36.1% | +41.2% | +11.0% |
| 3Y | -10.3% | -44.1% | +33.8% | -6.2% |
| 5Y | -27.8% | -66.2% | +38.4% | -19.7% |
| 10Y | +203.6% | -54.8% | +258.4% | +173.5% |
| All | +54,893.9% | +1,034.6% | +53,859.2% | +17,529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling