+1,019.2%
XLE vs DHR
+4,590.0%
-3,570.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -4.0% | +6.4% | -10.4% | -6.2% |
| 3M | +4.6% | +13.6% | -9.0% | -0.5% |
| 6M | +12.3% | +41.9% | -29.5% | -2.4% |
| YTD | +44.5% | +3.4% | +41.1% | +39.8% |
| 1Y | +42.4% | +9.9% | +32.6% | +34.6% |
| 3Y | +67.0% | +21.6% | +45.5% | +47.7% |
| 5Y | +161.9% | -10.6% | +172.5% | +152.5% |
| 10Y | +173.9% | +245.2% | -71.3% | +50.0% |
| All | +1,019.2% | +4,590.0% | -3,570.7% | +106.3% |
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 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