-5.2%
DHR vs BP
+36.5%
-41.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +0.2% | +9.1% | -8.9% | -0.7% |
| 3M | +12.1% | +3.9% | +8.1% | +11.6% |
| 6M | +5.4% | +13.6% | -8.2% | +2.7% |
| YTD | -10.0% | +34.0% | -44.0% | -15.7% |
| 1Y | +4.1% | +39.2% | -35.1% | -3.6% |
| 3Y | -5.2% | +36.4% | -41.6% | -16.4% |
| All | -5.2% | +36.5% | -41.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling