-8.2%
DHR vs BBY
+42.8%
-51.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.9% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -2.7% | +9.4% | -12.1% | -5.0% |
| 3M | +10.9% | +19.3% | -8.4% | +5.8% |
| 6M | +3.0% | +47.9% | -44.9% | -7.2% |
| YTD | -12.2% | +39.6% | -51.8% | -20.1% |
| 1Y | +3.3% | +22.2% | -18.9% | -3.0% |
| 3Y | -8.2% | +45.0% | -53.2% | -22.6% |
| All | -8.2% | +42.8% | -51.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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