-27.9%
DHR vs FXI
-6.0%
-21.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | -2.2% | -5.3% | +3.2% | -0.9% |
| 3M | +9.0% | +0.3% | +8.6% | +8.8% |
| 6M | +3.5% | -4.6% | +8.1% | +4.5% |
| YTD | -10.1% | -9.1% | -1.0% | -8.3% |
| 1Y | +6.2% | -12.0% | +18.2% | +9.0% |
| 3Y | -5.4% | +38.6% | -44.0% | -13.4% |
| 5Y | -27.9% | -6.6% | -21.3% | -31.7% |
| All | -27.9% | -6.0% | -21.9% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling