+139.9%
XLC vs DHI
+265.1%
-125.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | -2.3% | +0.9% | -0.8% |
| 30D | -0.9% | -5.3% | +4.4% | +0.4% |
| 3M | -0.3% | -7.8% | +7.4% | +1.4% |
| 6M | -5.2% | -5.4% | +0.2% | -4.6% |
| YTD | -5.3% | -2.7% | -2.6% | -5.8% |
| 1Y | -2.8% | -21.0% | +18.1% | +1.7% |
| 3Y | +71.2% | +22.2% | +49.0% | +52.0% |
| 5Y | +37.6% | +62.2% | -24.6% | +8.8% |
| All | +139.9% | +265.1% | -125.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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