+54.9%
XLE vs DHR
-7.4%
+62.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +12.6% | +0.2% | +12.4% | +12.5% |
| 3M | +11.8% | +12.1% | -0.2% | +9.6% |
| 6M | +16.1% | +5.4% | +10.7% | +14.8% |
| YTD | +46.9% | -10.0% | +56.8% | +50.1% |
| 1Y | +53.3% | +4.1% | +49.2% | +51.1% |
| 3Y | +54.9% | -5.2% | +60.1% | +49.3% |
| All | +54.9% | -7.4% | +62.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling