+23.4%
BA vs DHR
+240.8%
-217.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -0.6% | +2.6% | -3.1% | -1.7% |
| 30D | -8.0% | +4.2% | -12.2% | -9.8% |
| 3M | -25.8% | +13.0% | -38.8% | -30.3% |
| 6M | -27.6% | +40.2% | -67.8% | -39.0% |
| YTD | -21.0% | +2.0% | -23.0% | -23.1% |
| 1Y | -12.3% | +6.6% | -18.8% | -16.6% |
| 3Y | -12.8% | +19.9% | -32.7% | -25.1% |
| 5Y | -22.4% | -11.7% | -10.6% | -23.9% |
| All | +23.4% | +240.8% | -217.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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