+12.2%
DHR vs XLP
+22.1%
-9.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | +7.0% | +8.9% | -2.0% | +4.6% |
| 3M | +15.0% | +7.5% | +7.5% | +12.8% |
| 6M | +37.9% | +9.4% | +28.5% | +34.4% |
| YTD | +3.3% | +19.3% | -15.9% | -0.5% |
| All | +12.2% | +22.1% | -9.9% | +5.8% |
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