-27.9%
DHR vs XLC
+37.1%
-65.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -2.4% | -1.4% | -1.0% | -1.6% |
| 30D | -2.2% | -0.9% | -1.3% | -1.7% |
| 3M | +9.0% | -0.3% | +9.3% | +8.8% |
| 6M | +3.5% | -5.2% | +8.7% | +6.4% |
| YTD | -10.1% | -5.3% | -4.8% | -7.6% |
| 1Y | +6.2% | -2.8% | +9.0% | +7.4% |
| 3Y | -5.4% | +71.2% | -76.6% | -31.7% |
| 5Y | -27.9% | +37.6% | -65.5% | -48.3% |
| All | -27.9% | +37.1% | -65.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling