+391.9%
BAC vs DHR
+210.0%
+181.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | -0.3% | -5.0% | +4.7% | +1.8% |
| 30D | -1.8% | -3.3% | +1.6% | -0.6% |
| 3M | +15.3% | +9.4% | +5.9% | +9.7% |
| 6M | +30.2% | +3.2% | +27.0% | +26.7% |
| YTD | +15.6% | -12.0% | +27.6% | +20.1% |
| 1Y | +27.5% | +4.9% | +22.6% | +21.4% |
| 3Y | +137.0% | -7.4% | +144.4% | +131.9% |
| 5Y | +75.6% | -29.8% | +105.3% | +91.7% |
| All | +391.9% | +210.0% | +181.8% | +126.1% |
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