-28.9%
DHR vs BROS
+35.1%
-64.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.6% | -5.8% | +2.1% | -3.0% |
| 30D | -2.7% | -14.0% | +11.2% | -1.3% |
| 3M | +10.9% | -32.5% | +43.4% | +15.0% |
| 6M | +3.0% | -14.9% | +17.9% | +3.9% |
| YTD | -12.2% | -28.3% | +16.1% | -10.1% |
| 1Y | +3.3% | -34.0% | +37.3% | +6.4% |
| 3Y | -8.2% | +63.0% | -71.2% | -17.1% |
| All | -28.9% | +35.1% | -64.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling