-28.0%
DHR vs BTG
+78.0%
-106.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | -3.8% | +0.1% | -3.2% |
| 30D | -2.7% | +3.6% | -6.4% | -3.2% |
| 3M | +10.9% | +32.0% | -21.1% | +7.2% |
| 6M | +3.0% | +3.4% | -0.3% | +1.9% |
| YTD | -12.2% | +20.8% | -33.0% | -15.5% |
| 1Y | +3.3% | +22.4% | -19.1% | -1.7% |
| 3Y | -8.2% | +91.7% | -99.9% | -20.8% |
| All | -28.0% | +78.0% | -106.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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