+9.1%
XLF vs DHR
+5.2%
+4.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | 0.0% | -3.9% | +3.9% | +0.5% |
| 30D | +0.2% | +4.0% | -3.8% | -0.4% |
| 3M | +11.7% | +11.5% | +0.2% | +9.8% |
| 6M | +13.8% | +1.9% | +11.9% | +12.8% |
| YTD | +7.0% | -8.9% | +15.9% | +7.3% |
| 1Y | +9.1% | +5.1% | +4.0% | +9.5% |
| All | +9.1% | +5.2% | +4.0% | +9.5% |
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 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