-27.9%
DHR vs BN
+33.2%
-61.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.2% |
| 30D | -2.2% | -13.0% | +10.8% | +3.8% |
| 3M | +9.0% | -15.2% | +24.2% | +16.7% |
| 6M | +3.5% | -5.9% | +9.4% | +5.4% |
| YTD | -10.1% | -15.8% | +5.6% | -4.4% |
| 1Y | +6.2% | -12.2% | +18.4% | +10.3% |
| 3Y | -5.4% | +72.2% | -77.6% | -30.0% |
| 5Y | -27.9% | +33.2% | -61.1% | -43.4% |
| All | -27.9% | +33.2% | -61.1% | -43.4% |
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