-8.2%
DHR vs XLU
+47.0%
-55.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.1% |
| 30D | -2.7% | -3.3% | +0.6% | -1.7% |
| 3M | +10.9% | -3.2% | +14.1% | +12.1% |
| 6M | +3.0% | -7.0% | +10.0% | +5.4% |
| YTD | -12.2% | +0.6% | -12.8% | -13.0% |
| 1Y | +3.3% | +2.4% | +0.9% | +1.3% |
| 3Y | -8.2% | +46.3% | -54.5% | -23.1% |
| All | -8.2% | +47.0% | -55.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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