+3,946.7%
DHR vs XLY
+1,114.2%
+2,832.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -3.6% | -1.7% | -1.9% | -2.5% |
| 30D | -2.7% | -4.2% | +1.4% | +0.1% |
| 3M | +10.9% | -2.7% | +13.6% | +12.4% |
| 6M | +3.0% | -0.6% | +3.7% | +2.7% |
| YTD | -12.2% | -5.0% | -7.2% | -9.8% |
| 1Y | +3.3% | -4.1% | +7.4% | +5.1% |
| 3Y | -8.2% | +33.6% | -41.8% | -26.9% |
| 5Y | -29.9% | +28.7% | -58.6% | -44.6% |
| 10Y | +208.5% | +219.6% | -11.1% | +24.3% |
| All | +3,946.7% | +1,114.2% | +2,832.5% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling