+120.4%
XLK vs DHR
-7.0%
+127.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.0% |
| 30D | -0.6% | -2.7% | +2.1% | -0.1% |
| 3M | +2.6% | +10.9% | -8.4% | -0.9% |
| 6M | +34.0% | +3.0% | +30.9% | +31.9% |
| YTD | +30.7% | -12.2% | +42.9% | +34.9% |
| 1Y | +39.2% | +3.3% | +35.9% | +35.7% |
| 3Y | +120.4% | -8.2% | +128.6% | +115.7% |
| All | +120.4% | -7.0% | +127.5% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling