+20.7%
XLK vs DHR
+11.6%
+9.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -7.6% | +0.4% | -8.0% | -7.6% |
| 30D | -12.2% | +6.2% | -18.4% | -12.1% |
| 3M | -5.5% | +20.8% | -26.3% | -5.2% |
| 6M | +9.2% | +35.5% | -26.3% | +7.2% |
| YTD | +23.0% | +3.2% | +19.8% | +27.0% |
| 1Y | +20.7% | +10.7% | +10.0% | +25.7% |
| All | +20.7% | +11.6% | +9.1% | +25.7% |
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