+1,736.7%
DHR vs BIDU
+1,302.3%
+434.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | 0.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | +0.2% | -15.6% | +15.9% | +2.9% |
| 3M | +12.1% | -22.3% | +34.3% | +16.3% |
| 6M | +5.4% | -22.3% | +27.7% | +8.7% |
| YTD | -10.0% | -29.2% | +19.2% | -6.1% |
| 1Y | +4.1% | -14.8% | +18.9% | +4.3% |
| 3Y | -5.2% | -31.8% | +26.6% | -3.6% |
| 5Y | -28.2% | -43.1% | +14.9% | -28.7% |
| 10Y | +208.4% | -50.6% | +259.0% | +193.4% |
| All | +1,736.7% | +1,302.3% | +434.5% | +912.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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