+215.6%
DHR vs XLY
+219.3%
-3.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.1% | -1.8% | -0.3% | -1.1% |
| 30D | +0.4% | -4.5% | +4.9% | +3.2% |
| 3M | +13.1% | -3.0% | +16.1% | +14.7% |
| 6M | +9.0% | +2.2% | +6.8% | +6.8% |
| YTD | -10.8% | -5.1% | -5.7% | -8.6% |
| 1Y | +7.7% | -4.7% | +12.4% | +9.9% |
| 3Y | -8.0% | +32.3% | -40.3% | -24.5% |
| 5Y | -27.5% | +28.7% | -56.2% | -41.4% |
| 10Y | +215.6% | +219.4% | -3.8% | +35.1% |
| All | +215.6% | +219.3% | -3.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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