+54,893.9%
DHR vs BP
+1,327.5%
+53,566.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.9% | +3.9% | -7.8% | -4.9% |
| 30D | +4.0% | +7.6% | -3.6% | +1.9% |
| 3M | +11.5% | +0.7% | +10.8% | +10.7% |
| 6M | +1.9% | +15.5% | -13.6% | -3.1% |
| YTD | -8.9% | +30.8% | -39.7% | -16.5% |
| 1Y | +5.1% | +34.3% | -29.2% | -4.6% |
| 3Y | -10.3% | +35.1% | -45.3% | -19.8% |
| 5Y | -27.8% | +126.8% | -154.6% | -45.7% |
| 10Y | +203.6% | +123.4% | +80.3% | +111.9% |
| All | +54,893.9% | +1,327.5% | +53,566.4% | +24,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling