+203.8%
DHR vs BX
+673.1%
-469.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | -3.6% | -5.6% | +2.0% | -1.8% |
| 30D | -2.7% | -12.2% | +9.5% | +1.4% |
| 3M | +10.9% | +7.4% | +3.5% | +7.9% |
| 6M | +3.0% | +22.2% | -19.1% | -4.4% |
| YTD | -12.2% | -14.0% | +1.8% | -9.0% |
| 1Y | +3.3% | -27.3% | +30.6% | +12.7% |
| 3Y | -8.2% | +24.5% | -32.8% | -18.4% |
| 5Y | -29.9% | +18.9% | -48.8% | -39.9% |
| All | +203.8% | +673.1% | -469.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling