-6.0%
DHR vs XLB
+32.2%
-38.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | -2.4% | -2.9% | +0.5% | -0.2% |
| 30D | -2.2% | -3.4% | +1.2% | +0.4% |
| 3M | +9.0% | +1.6% | +7.4% | +7.5% |
| 6M | +3.5% | +3.6% | -0.2% | +0.1% |
| YTD | -10.1% | +14.2% | -24.4% | -20.3% |
| 1Y | +6.2% | +15.6% | -9.4% | -6.9% |
| All | -6.0% | +32.2% | -38.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling