+994.0%
XLE vs DHR
+4,586.2%
-3,592.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | -7.9% | +3.1% | -11.0% | -8.9% |
| 30D | -4.8% | +7.0% | -11.8% | -7.2% |
| 3M | +8.4% | +15.0% | -6.7% | +2.6% |
| 6M | +12.7% | +37.9% | -25.2% | -1.1% |
| YTD | +41.3% | +3.3% | +38.0% | +36.7% |
| 1Y | +42.3% | +12.8% | +29.5% | +33.2% |
| 3Y | +65.1% | +22.4% | +42.7% | +45.6% |
| 5Y | +150.2% | -9.1% | +159.3% | +139.6% |
| 10Y | +163.9% | +247.9% | -84.0% | +44.1% |
| All | +994.0% | +4,586.2% | -3,592.2% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling