+1,102.1%
BAC vs DHR
+63,779.9%
-62,677.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.2% | +1.2% | +2.0% | +2.7% |
| 30D | -0.7% | +3.7% | -4.4% | -2.4% |
| 3M | -20.0% | +14.5% | -34.5% | -25.2% |
| 6M | +3.4% | +40.9% | -37.5% | -13.1% |
| YTD | -5.7% | +2.4% | -8.1% | -8.8% |
| 1Y | -1.4% | +6.1% | -7.6% | -6.3% |
| 3Y | +97.9% | +21.0% | +76.9% | +71.3% |
| 5Y | +22.9% | -11.4% | +34.3% | +20.1% |
| 10Y | +235.3% | +241.8% | -6.5% | +67.6% |
| All | +1,102.1% | +63,779.9% | -62,677.8% | +11.8% |
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