+204.4%
DHR vs FXI
+16.6%
+187.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.2% |
| 30D | -3.3% | -3.7% | +0.3% | -2.2% |
| 3M | +9.4% | -0.4% | +9.8% | +9.5% |
| 6M | +3.2% | -5.4% | +8.6% | +4.7% |
| YTD | -12.0% | -9.6% | -2.4% | -9.6% |
| 1Y | +4.9% | -11.9% | +16.8% | +8.5% |
| 3Y | -7.4% | +37.8% | -45.2% | -18.7% |
| 5Y | -29.8% | -7.0% | -22.7% | -30.4% |
| All | +204.4% | +16.6% | +187.8% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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