+1,024.7%
XLE vs DHR
+4,031.6%
-3,006.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +2.2% | -3.9% | +6.1% | +3.6% |
| 30D | +11.8% | +4.0% | +7.8% | +10.0% |
| 3M | +9.8% | +11.5% | -1.7% | +4.6% |
| 6M | +15.6% | +1.9% | +13.7% | +12.9% |
| YTD | +45.3% | -8.9% | +54.2% | +47.4% |
| 1Y | +48.3% | +5.1% | +43.2% | +41.9% |
| 3Y | +55.4% | -10.3% | +65.7% | +53.9% |
| 5Y | +216.1% | -27.8% | +243.9% | +229.8% |
| 10Y | +178.4% | +203.6% | -25.2% | +60.0% |
| All | +1,024.7% | +4,031.6% | -3,006.8% | +117.5% |
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