+135.3%
DHR vs XLC
+142.6%
-7.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | -5.0% | -1.7% | -3.3% | -4.0% |
| 30D | -3.3% | +0.2% | -3.5% | -3.5% |
| 3M | +9.4% | +0.7% | +8.7% | +8.5% |
| 6M | +3.2% | -4.5% | +7.6% | +5.7% |
| YTD | -12.0% | -4.7% | -7.3% | -9.8% |
| 1Y | +4.9% | -1.5% | +6.4% | +5.2% |
| 3Y | -7.4% | +72.2% | -79.6% | -34.8% |
| 5Y | -29.8% | +39.3% | -69.1% | -44.9% |
| All | +135.3% | +142.6% | -7.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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