+73.1%
BAC vs DHR
-28.4%
+101.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | -1.4% | -2.2% | +0.8% | -0.8% |
| 3M | +15.7% | +9.0% | +6.8% | +11.5% |
| 6M | +32.2% | +3.5% | +28.7% | +29.4% |
| YTD | +15.8% | -10.1% | +25.9% | +18.8% |
| 1Y | +27.3% | +6.2% | +21.1% | +22.1% |
| 3Y | +137.5% | -5.4% | +142.8% | +131.1% |
| 5Y | +73.1% | -27.9% | +100.9% | +63.7% |
| All | +73.1% | -28.4% | +101.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling