-28.0%
DHR vs XYL
-16.2%
-11.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.6% | +1.2% | -4.8% | -4.2% |
| 30D | -2.7% | -11.9% | +9.2% | +3.4% |
| 3M | +10.9% | -1.5% | +12.5% | +11.6% |
| 6M | +3.0% | -11.9% | +14.9% | +9.1% |
| YTD | -12.2% | -20.6% | +8.4% | -2.7% |
| 1Y | +3.3% | -23.5% | +26.8% | +16.7% |
| 3Y | -8.2% | +14.9% | -23.1% | -18.3% |
| All | -28.0% | -16.2% | -11.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling