-8.0%
DHR vs BROS
+57.4%
-65.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.8% |
| 7D | -5.0% | -6.1% | +1.1% | -4.5% |
| 30D | -3.3% | -12.4% | +9.0% | -2.3% |
| 3M | +9.4% | -27.9% | +37.4% | +12.0% |
| 6M | +3.2% | -16.8% | +20.0% | +3.9% |
| YTD | -12.0% | -29.0% | +17.0% | -10.3% |
| 1Y | +4.9% | -33.2% | +38.1% | +7.2% |
| All | -8.0% | +57.4% | -65.4% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling