+248.8%
XLF vs DHR
+209.4%
+39.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -3.6% | +2.2% | -0.1% |
| 30D | -1.2% | -2.7% | +1.6% | -0.3% |
| 3M | +9.2% | +10.9% | -1.8% | +3.8% |
| 6M | +16.3% | +3.0% | +13.3% | +13.5% |
| YTD | +5.4% | -12.2% | +17.6% | +9.5% |
| 1Y | +7.6% | +3.3% | +4.3% | +3.8% |
| 3Y | +74.2% | -8.2% | +82.4% | +71.1% |
| 5Y | +66.1% | -29.9% | +96.0% | +80.9% |
| All | +248.8% | +209.4% | +39.4% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling