-28.0%
DHR vs BTDR
+20.7%
-48.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | -3.6% | -3.4% | -0.2% | -3.5% |
| 30D | -2.7% | +32.6% | -35.3% | -3.5% |
| 3M | +10.9% | -32.2% | +43.2% | +11.7% |
| 6M | +3.0% | +52.4% | -49.3% | +1.1% |
| YTD | -12.2% | +6.7% | -18.9% | -13.3% |
| 1Y | +3.3% | -15.2% | +18.5% | +2.0% |
| 3Y | -8.2% | +14.9% | -23.1% | -11.8% |
| All | -28.0% | +20.7% | -48.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling