+173.9%
DHR vs XLC
+137.2%
+36.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | +1.2% | +3.7% | -2.5% | -1.0% |
| 30D | +3.7% | -1.9% | +5.6% | +4.8% |
| 3M | +14.5% | -3.1% | +17.6% | +16.4% |
| 6M | +40.9% | -6.4% | +47.3% | +45.8% |
| YTD | +2.4% | -6.8% | +9.2% | +6.2% |
| 1Y | +6.1% | -1.7% | +7.8% | +6.5% |
| 3Y | +21.0% | +64.7% | -43.7% | -12.4% |
| 5Y | -11.4% | +41.1% | -52.5% | -31.1% |
| All | +173.9% | +137.2% | +36.7% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling