+26.8%
BA vs DHR
+245.3%
-218.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -7.9% | +6.4% | -14.3% | -10.5% |
| 3M | -25.2% | +13.6% | -38.8% | -29.9% |
| 6M | -26.7% | +41.9% | -68.6% | -38.6% |
| YTD | -19.6% | +3.4% | -23.0% | -22.3% |
| 1Y | -10.6% | +9.9% | -20.4% | -16.2% |
| 3Y | -11.2% | +21.6% | -32.8% | -24.3% |
| 5Y | -20.4% | -10.6% | -9.8% | -22.4% |
| 10Y | +26.8% | +245.2% | -218.4% | -51.4% |
| All | +26.8% | +245.3% | -218.6% | -51.4% |
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