+204.4%
DHR vs BAH
+207.1%
-2.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -3.2% |
| 7D | -5.0% | +2.4% | -7.4% | -5.5% |
| 30D | -3.3% | -2.9% | -0.4% | -2.8% |
| 3M | +9.4% | -1.3% | +10.8% | +9.3% |
| 6M | +3.2% | -0.9% | +4.0% | +2.5% |
| YTD | -12.0% | -8.2% | -3.8% | -11.7% |
| 1Y | +4.9% | -24.0% | +28.9% | +10.0% |
| 3Y | -7.4% | -28.1% | +20.7% | -5.1% |
| 5Y | -29.8% | +2.5% | -32.3% | -36.4% |
| All | +204.4% | +207.1% | -2.7% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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