+249.6%
DHR vs XLP
+126.4%
+123.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.5% |
| 30D | +5.4% | +10.3% | -4.9% | -2.6% |
| 3M | +15.3% | +6.5% | +8.8% | +9.3% |
| 6M | +32.1% | +8.4% | +23.8% | +23.2% |
| YTD | +1.2% | +18.2% | -17.0% | -12.5% |
| 1Y | +10.1% | +22.4% | -12.3% | -7.6% |
| 3Y | +19.9% | +41.9% | -22.0% | -11.1% |
| 5Y | -8.8% | +40.9% | -49.6% | -31.8% |
| All | +249.6% | +126.4% | +123.1% | +89.6% |
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