-27.9%
DHR vs BP
+141.6%
-169.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -2.4% | +4.0% | -6.4% | -2.9% |
| 30D | -2.2% | +7.8% | -10.0% | -3.0% |
| 3M | +9.0% | +8.4% | +0.6% | +7.8% |
| 6M | +3.5% | +15.1% | -11.6% | +1.0% |
| YTD | -10.1% | +36.4% | -46.6% | -14.9% |
| 1Y | +6.2% | +40.9% | -34.7% | -0.1% |
| 3Y | -5.4% | +38.8% | -44.2% | -12.4% |
| 5Y | -27.9% | +141.1% | -169.0% | -30.7% |
| All | -27.9% | +141.6% | -169.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling