+210.7%
DHR vs XLP
+101.7%
+108.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.1% |
| 30D | +4.0% | -0.9% | +4.9% | +4.6% |
| 3M | +11.5% | +3.8% | +7.7% | +7.9% |
| 6M | +1.9% | -1.7% | +3.6% | +2.7% |
| YTD | -8.9% | +10.3% | -19.2% | -16.6% |
| 1Y | +5.1% | +7.8% | -2.7% | -2.1% |
| 3Y | -10.3% | +27.2% | -37.5% | -27.2% |
| 5Y | -27.8% | +32.5% | -60.3% | -43.2% |
| All | +210.7% | +101.7% | +108.9% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling