+245.2%
DHR vs BIL
+25.6%
+219.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | +6.4% | 0.0% | +6.4% | +6.7% |
| 3M | +13.6% | +0.6% | +13.0% | +16.2% |
| 6M | +41.9% | +1.5% | +40.3% | +49.7% |
| YTD | +3.4% | +2.8% | +0.6% | +13.7% |
| 1Y | +9.9% | +3.3% | +6.5% | +22.6% |
| 3Y | +21.6% | +13.4% | +8.1% | +56.4% |
| 5Y | -10.6% | +19.8% | -30.4% | +14.6% |
| 10Y | +245.2% | +25.7% | +219.5% | +392.1% |
| All | +245.2% | +25.6% | +219.5% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling