+61,719.2%
DHR vs BP
+1,406.2%
+60,313.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +1.2% | +3.8% | -2.6% | +0.2% |
| 30D | +3.7% | -5.3% | +9.0% | +5.1% |
| 3M | +14.5% | +9.3% | +5.2% | +11.4% |
| 6M | +40.9% | +7.2% | +33.7% | +37.0% |
| YTD | +2.4% | +38.0% | -35.6% | -7.7% |
| 1Y | +6.1% | +33.2% | -27.1% | -3.5% |
| 3Y | +21.0% | +50.3% | -29.3% | +5.0% |
| 5Y | -11.4% | +114.1% | -125.5% | -32.2% |
| 10Y | +241.8% | +140.7% | +101.1% | +133.0% |
| All | +61,719.2% | +1,406.2% | +60,313.0% | +27,118.1% |
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