+1,376.8%
BAC vs DHR
+56,727.0%
-55,350.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +1.1% | -3.9% | +5.0% | +2.9% |
| 30D | -0.4% | +4.0% | -4.4% | -2.5% |
| 3M | +16.9% | +11.5% | +5.4% | +9.8% |
| 6M | +26.6% | +1.9% | +24.8% | +23.5% |
| YTD | +15.8% | -8.9% | +24.7% | +18.5% |
| 1Y | +27.2% | +5.1% | +22.1% | +20.7% |
| 3Y | +132.4% | -10.3% | +142.7% | +131.6% |
| 5Y | +72.6% | -27.8% | +100.4% | +85.5% |
| 10Y | +389.7% | +203.6% | +186.1% | +159.2% |
| All | +1,376.8% | +56,727.0% | -55,350.2% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling