+411.2%
XLF vs DHR
+3,889.7%
-3,478.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -2.9% | -5.0% | +2.1% | -0.5% |
| 30D | -1.6% | -3.3% | +1.7% | -0.3% |
| 3M | +9.3% | +9.4% | -0.2% | +3.5% |
| 6M | +14.6% | +3.2% | +11.4% | +11.0% |
| YTD | +4.7% | -12.0% | +16.8% | +9.2% |
| 1Y | +8.6% | +4.9% | +3.7% | +3.2% |
| 3Y | +73.9% | -7.4% | +81.2% | +69.6% |
| 5Y | +65.0% | -29.8% | +94.8% | +79.3% |
| 10Y | +250.4% | +209.1% | +41.3% | +72.7% |
| All | +411.2% | +3,889.7% | -3,478.5% | -42.5% |
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