+249.8%
DHR vs XLB
+163.6%
+86.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | +3.7% | +5.2% | -1.4% | +0.3% |
| 3M | +14.5% | +0.3% | +14.2% | +14.2% |
| 6M | +40.9% | +1.2% | +39.8% | +39.4% |
| YTD | +2.4% | +16.6% | -14.2% | -8.1% |
| 1Y | +6.1% | +21.4% | -15.3% | -7.3% |
| 3Y | +21.0% | +43.2% | -22.2% | -4.7% |
| 5Y | -11.4% | +28.0% | -39.5% | -25.7% |
| All | +249.8% | +163.6% | +86.2% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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