+1,455.3%
XLK vs DHR
+3,889.7%
-2,434.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -0.4% | -5.0% | +4.6% | +1.9% |
| 30D | -0.5% | -3.3% | +2.9% | +0.8% |
| 3M | +5.0% | +9.4% | -4.4% | -0.8% |
| 6M | +32.9% | +3.2% | +29.7% | +28.2% |
| YTD | +29.0% | -12.0% | +41.0% | +33.6% |
| 1Y | +37.8% | +4.9% | +33.0% | +30.6% |
| 3Y | +118.7% | -7.4% | +126.0% | +113.3% |
| 5Y | +145.6% | -29.8% | +175.3% | +169.0% |
| 10Y | +791.5% | +209.1% | +582.4% | +395.7% |
| All | +1,455.3% | +3,889.7% | -2,434.4% | +105.6% |
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