-27.9%
DHR vs BAH
-3.7%
-24.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -2.2% | -6.6% | +4.5% | -1.0% |
| 3M | +9.0% | -7.2% | +16.1% | +10.1% |
| 6M | +3.5% | -10.0% | +13.5% | +4.9% |
| YTD | -10.1% | -12.5% | +2.3% | -9.1% |
| 1Y | +6.2% | -27.9% | +34.1% | +11.4% |
| 3Y | -5.4% | -31.4% | +26.0% | -3.7% |
| 5Y | -27.9% | -3.2% | -24.7% | -34.3% |
| All | -27.9% | -3.7% | -24.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling