+181.3%
XLE vs DHR
+209.6%
-28.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +1.0% |
| 30D | +8.5% | -2.2% | +10.7% | +9.0% |
| 3M | +14.6% | +9.0% | +5.7% | +11.0% |
| 6M | +17.6% | +3.5% | +14.1% | +15.0% |
| YTD | +48.1% | -10.1% | +58.2% | +51.2% |
| 1Y | +53.8% | +6.2% | +47.6% | +47.9% |
| 3Y | +56.2% | -5.4% | +61.6% | +52.0% |
| 5Y | +227.7% | -27.9% | +255.6% | +244.1% |
| 10Y | +181.3% | +215.7% | -34.4% | +38.9% |
| All | +181.3% | +209.6% | -28.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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