+253.9%
XLI vs DHR
+209.4%
+44.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | -3.6% | +2.0% | -0.2% |
| 30D | -7.3% | -2.7% | -4.5% | -6.4% |
| 3M | -1.3% | +10.9% | -12.3% | -6.3% |
| 6M | +2.2% | +3.0% | -0.8% | -0.3% |
| YTD | +11.7% | -12.2% | +23.9% | +16.1% |
| 1Y | +14.3% | +3.3% | +11.0% | +10.3% |
| 3Y | +70.3% | -8.2% | +78.5% | +67.9% |
| 5Y | +82.3% | -29.9% | +112.2% | +99.1% |
| All | +253.9% | +209.4% | +44.5% | +76.0% |
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