-8.2%
DHR vs BNY
+287.0%
-295.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | -2.7% | -0.2% | -2.6% | -2.8% |
| 3M | +10.9% | +14.9% | -4.0% | +4.8% |
| 6M | +3.0% | +40.0% | -37.0% | -9.8% |
| YTD | -12.2% | +42.0% | -54.2% | -23.9% |
| 1Y | +3.3% | +56.9% | -53.5% | -14.3% |
| 3Y | -8.2% | +289.9% | -298.1% | -48.1% |
| All | -8.2% | +287.0% | -295.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling