+50.3%
XLE vs DHR
+4.1%
+46.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.8% |
| 7D | +0.5% | -5.0% | +5.5% | +0.1% |
| 30D | +6.6% | -3.3% | +9.9% | +6.3% |
| 3M | +12.3% | +9.4% | +2.8% | +13.3% |
| 6M | +18.4% | +3.2% | +15.2% | +19.7% |
| YTD | +47.2% | -12.0% | +59.3% | +49.4% |
| 1Y | +50.3% | +4.9% | +45.4% | +53.0% |
| All | +50.3% | +4.1% | +46.2% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling