+41.6%
XLE vs DHR
+13.9%
+27.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | -6.7% | +2.6% | -9.3% | -6.5% |
| 30D | -4.4% | +7.4% | -11.8% | -3.7% |
| 3M | +4.0% | +13.0% | -9.0% | +5.3% |
| 6M | +13.2% | +38.5% | -25.3% | +17.0% |
| YTD | +41.9% | +3.8% | +38.1% | +48.1% |
| 1Y | +41.6% | +12.6% | +29.0% | +46.6% |
| All | +41.6% | +13.9% | +27.8% | +46.6% |
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