-28.0%
DHR vs BWA
+87.2%
-115.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -2.7% | -2.9% | +0.2% | -2.2% |
| 3M | +10.9% | -10.7% | +21.7% | +13.7% |
| 6M | +3.0% | +26.5% | -23.4% | -4.7% |
| YTD | -12.2% | +49.1% | -61.3% | -23.7% |
| 1Y | +3.3% | +52.1% | -48.7% | -10.9% |
| 3Y | -8.2% | +72.6% | -80.8% | -26.2% |
| All | -28.0% | +87.2% | -115.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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