+4,098.7%
DHR vs XLB
+822.6%
+3,276.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.0% |
| 30D | +4.0% | -0.4% | +4.4% | +4.3% |
| 3M | +11.5% | +2.0% | +9.5% | +10.0% |
| 6M | +1.9% | +1.8% | 0.0% | +0.3% |
| YTD | -8.9% | +16.6% | -25.5% | -17.6% |
| 1Y | +5.1% | +16.9% | -11.8% | -5.3% |
| 3Y | -10.3% | +32.6% | -42.8% | -25.0% |
| 5Y | -27.8% | +35.6% | -63.4% | -40.6% |
| 10Y | +203.6% | +160.0% | +43.6% | +62.1% |
| All | +4,098.7% | +822.6% | +3,276.1% | +881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling