-19.2%
DHR vs BTDR
+23.3%
-42.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | -2.4% | +14.8% | -17.2% | -2.8% |
| 30D | -2.2% | +41.8% | -44.0% | -3.1% |
| 3M | +9.0% | -29.2% | +38.1% | +9.5% |
| 6M | +3.5% | +66.2% | -62.7% | +1.3% |
| YTD | -10.1% | +10.0% | -20.1% | -11.3% |
| 1Y | +6.2% | -11.0% | +17.2% | +4.7% |
| 3Y | -5.4% | +6.9% | -12.3% | -9.0% |
| 5Y | -27.9% | +24.7% | -52.6% | -31.4% |
| All | -19.2% | +23.3% | -42.5% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling