+20.6%
DHR vs XLP
+43.4%
-22.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +4.2% | +8.2% | -4.0% | -0.6% |
| 3M | +13.0% | +7.7% | +5.3% | +8.0% |
| 6M | +40.2% | +9.3% | +30.9% | +32.4% |
| YTD | +2.0% | +19.5% | -17.5% | -10.2% |
| 1Y | +6.6% | +21.0% | -14.4% | -7.2% |
| All | +20.6% | +43.4% | -22.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling