+10.7%
DHR vs XLP
+24.3%
-13.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.4% |
| 7D | +0.4% | +5.9% | -5.5% | -0.8% |
| 30D | +6.2% | +13.5% | -7.2% | +2.9% |
| 3M | +20.8% | +8.4% | +12.4% | +18.3% |
| 6M | +35.5% | +11.5% | +24.0% | +31.6% |
| YTD | +3.2% | +20.6% | -17.4% | -0.6% |
| 1Y | +10.7% | +24.3% | -13.6% | +4.7% |
| All | +10.7% | +24.3% | -13.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling