+1,090.1%
BAC vs DHR
+63,544.2%
-62,454.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +1.5% | +2.6% | -1.1% | +0.3% |
| 30D | -6.4% | +4.2% | -10.6% | -8.2% |
| 3M | -21.7% | +13.0% | -34.7% | -26.4% |
| 6M | +0.5% | +40.2% | -39.7% | -15.4% |
| YTD | -6.7% | +2.0% | -8.7% | -9.6% |
| 1Y | -4.7% | +6.6% | -11.3% | -9.6% |
| 3Y | +96.1% | +19.9% | +76.1% | +70.4% |
| 5Y | +21.7% | -11.7% | +33.4% | +19.1% |
| 10Y | +232.0% | +240.6% | -8.6% | +66.2% |
| All | +1,090.1% | +63,544.2% | -62,454.1% | +10.9% |
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