-29.8%
DHR vs BTI
+116.2%
-146.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.6% |
| 30D | -3.3% | -3.4% | +0.1% | -2.8% |
| 3M | +9.4% | -9.0% | +18.4% | +11.1% |
| 6M | +3.2% | -5.0% | +8.2% | +3.5% |
| YTD | -12.0% | -0.3% | -11.7% | -12.8% |
| 1Y | +4.9% | +3.1% | +1.8% | +3.2% |
| 3Y | -7.4% | +111.0% | -118.3% | -25.4% |
| 5Y | -29.8% | +117.0% | -146.8% | -40.4% |
| All | -29.8% | +116.2% | -146.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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