-11.7%
DHR vs BN
+36.7%
-48.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +4.2% | +13.6% | -9.4% | -1.6% |
| 3M | +13.0% | -6.7% | +19.7% | +16.0% |
| 6M | +40.2% | -9.0% | +49.1% | +45.0% |
| YTD | +2.0% | -8.8% | +10.8% | +4.7% |
| 1Y | +6.6% | -10.6% | +17.2% | +10.2% |
| 3Y | +19.9% | +98.8% | -78.8% | -18.0% |
| 5Y | -11.7% | +33.6% | -45.4% | -31.8% |
| All | -11.7% | +36.7% | -48.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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