+3,503.3%
DHR vs BG
+1,181.2%
+2,322.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -2.2% | +10.3% | -12.5% | -4.3% |
| 3M | +9.0% | -1.9% | +10.8% | +8.9% |
| 6M | +3.5% | +5.2% | -1.8% | +1.5% |
| YTD | -10.1% | +41.2% | -51.3% | -17.5% |
| 1Y | +6.2% | +50.5% | -44.3% | -4.2% |
| 3Y | -5.4% | +19.9% | -25.3% | -11.4% |
| 5Y | -27.9% | +86.7% | -114.6% | -39.8% |
| 10Y | +215.7% | +167.5% | +48.3% | +130.0% |
| All | +3,503.3% | +1,181.2% | +2,322.2% | +1,986.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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