+788.5%
XLK vs DHR
+209.4%
+579.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -3.6% | +3.8% | +2.0% |
| 30D | -0.6% | -2.7% | +2.1% | +0.5% |
| 3M | +2.6% | +10.9% | -8.4% | -4.4% |
| 6M | +34.0% | +3.0% | +30.9% | +28.8% |
| YTD | +30.7% | -12.2% | +42.9% | +36.6% |
| 1Y | +39.2% | +3.3% | +35.9% | +31.6% |
| 3Y | +120.4% | -8.2% | +128.6% | +113.0% |
| 5Y | +148.8% | -29.9% | +178.7% | +179.2% |
| All | +788.5% | +209.4% | +579.0% | +287.7% |
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 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