-10.8%
DHR vs BTSG
+416.6%
-427.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | -2.2% | +0.9% | -3.0% | -2.3% |
| 3M | +9.0% | +1.6% | +7.3% | +7.9% |
| 6M | +3.5% | +46.8% | -43.3% | -3.5% |
| YTD | -10.1% | +65.5% | -75.7% | -17.9% |
| 1Y | +6.2% | +136.2% | -130.1% | -8.3% |
| All | -10.8% | +416.6% | -427.4% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling