+1,318.0%
DHR vs BR
+1,281.7%
+36.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.4% | -5.0% | +2.6% | -0.1% |
| 30D | -2.2% | -2.5% | +0.3% | -1.1% |
| 3M | +9.0% | +13.5% | -4.5% | +2.4% |
| 6M | +3.5% | -9.4% | +12.9% | +7.5% |
| YTD | -10.1% | -23.3% | +13.1% | +0.2% |
| 1Y | +6.2% | -31.6% | +37.8% | +24.7% |
| 3Y | -5.4% | -5.1% | -0.3% | -5.4% |
| 5Y | -27.9% | +8.2% | -36.1% | -32.8% |
| 10Y | +215.7% | +189.8% | +25.9% | +86.6% |
| All | +1,318.0% | +1,281.7% | +36.3% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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