-4.3%
DHR vs BIYA
-99.8%
+95.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -3.6% | -1.8% | -1.9% | -3.6% |
| 30D | -2.7% | -17.5% | +14.7% | -2.7% |
| 3M | +10.9% | -78.0% | +89.0% | +10.7% |
| 6M | +3.0% | -89.5% | +92.5% | +3.3% |
| YTD | -12.2% | -94.3% | +82.1% | -12.0% |
| 1Y | +3.3% | -98.6% | +101.9% | +4.2% |
| All | -4.3% | -99.8% | +95.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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