+204.4%
DHR vs BLDR
+372.1%
-167.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.4% |
| 7D | -5.0% | -8.1% | +3.1% | -3.5% |
| 30D | -3.3% | -21.5% | +18.1% | +1.2% |
| 3M | +9.4% | -21.0% | +30.4% | +13.8% |
| 6M | +3.2% | -37.1% | +40.2% | +11.5% |
| YTD | -12.0% | -42.7% | +30.7% | -3.6% |
| 1Y | +4.9% | -58.0% | +62.8% | +21.5% |
| 3Y | -7.4% | -57.8% | +50.5% | +4.2% |
| 5Y | -29.8% | +10.3% | -40.0% | -34.6% |
| All | +204.4% | +372.1% | -167.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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