+28.1%
BA vs DHR
+253.6%
-225.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.5% |
| 7D | -1.7% | +3.1% | -4.9% | -3.1% |
| 30D | -9.5% | +7.0% | -16.4% | -12.2% |
| 3M | -26.5% | +15.0% | -41.5% | -31.5% |
| 6M | -27.4% | +37.9% | -65.3% | -38.4% |
| YTD | -20.6% | +3.3% | -23.9% | -23.2% |
| 1Y | -11.4% | +12.8% | -24.2% | -18.1% |
| 3Y | -10.8% | +22.4% | -33.2% | -24.2% |
| 5Y | -21.9% | -9.1% | -12.9% | -24.7% |
| 10Y | +28.1% | +247.9% | -219.8% | -50.7% |
| All | +28.1% | +253.6% | -225.5% | -50.7% |
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