-12.7%
DHR vs BTSG
+382.3%
-395.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.3% |
| 7D | -5.0% | -5.8% | +0.8% | -4.3% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | +9.4% | -4.5% | +13.9% | +9.1% |
| 6M | +3.2% | +40.0% | -36.9% | -3.4% |
| YTD | -12.0% | +54.6% | -66.6% | -19.0% |
| 1Y | +4.9% | +106.1% | -101.2% | -7.7% |
| All | -12.7% | +382.3% | -395.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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