-27.9%
DHR vs XLB
+35.5%
-63.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +9.0% | +1.6% | +7.4% | +7.4% |
| 6M | +3.5% | +3.6% | -0.2% | 0.0% |
| YTD | -10.1% | +14.2% | -24.4% | -19.9% |
| 1Y | +6.2% | +15.6% | -9.4% | -6.5% |
| 3Y | -5.4% | +33.1% | -38.5% | -25.8% |
| 5Y | -27.9% | +35.1% | -62.9% | -44.1% |
| All | -27.9% | +35.5% | -63.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling