+203.8%
DHR vs BP
+137.7%
+66.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | +5.2% | -8.8% | -4.3% |
| 30D | -2.7% | +8.7% | -11.4% | -4.0% |
| 3M | +10.9% | +9.3% | +1.6% | +9.2% |
| 6M | +3.0% | +13.6% | -10.5% | +0.5% |
| YTD | -12.2% | +37.7% | -49.9% | -17.3% |
| 1Y | +3.3% | +40.6% | -37.3% | -3.1% |
| 3Y | -8.2% | +40.3% | -48.6% | -14.8% |
| 5Y | -29.9% | +141.4% | -171.3% | -40.9% |
| All | +203.8% | +137.7% | +66.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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