-29.8%
DHR vs BHP
+112.0%
-141.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -0.8% |
| 7D | -5.0% | -3.7% | -1.3% | -4.1% |
| 30D | -3.3% | -0.8% | -2.5% | -3.1% |
| 3M | +9.4% | +7.6% | +1.8% | +7.0% |
| 6M | +3.2% | +20.8% | -17.6% | -2.8% |
| YTD | -12.0% | +50.8% | -62.8% | -22.5% |
| 1Y | +4.9% | +70.9% | -66.0% | -11.2% |
| 3Y | -7.4% | +78.0% | -85.4% | -23.9% |
| 5Y | -29.8% | +113.1% | -142.8% | -43.5% |
| All | -29.8% | +112.0% | -141.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling