+4.1%
DHR vs XLP
+6.9%
-2.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | +0.2% | -1.3% | +1.5% | +0.5% |
| 3M | +12.1% | +1.8% | +10.2% | +11.5% |
| 6M | +5.4% | -0.8% | +6.2% | +5.9% |
| YTD | -10.0% | +9.5% | -19.5% | -12.0% |
| 1Y | +4.1% | +7.2% | -3.1% | +5.0% |
| All | +4.1% | +6.9% | -2.8% | +5.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling