+1,841.9%
DHR vs FXI
+213.7%
+1,628.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.3% |
| 7D | -0.8% | -1.0% | +0.1% | -0.5% |
| 30D | +0.2% | -3.2% | +3.5% | +1.4% |
| 3M | +12.1% | +1.7% | +10.4% | +11.3% |
| 6M | +5.4% | -1.6% | +7.0% | +5.7% |
| YTD | -10.0% | -7.9% | -2.1% | -7.7% |
| 1Y | +4.1% | -9.6% | +13.7% | +7.2% |
| 3Y | -5.2% | +40.5% | -45.6% | -18.9% |
| 5Y | -28.2% | -6.2% | -22.0% | -31.5% |
| 10Y | +208.4% | +14.2% | +194.2% | +166.5% |
| All | +1,841.9% | +213.7% | +1,628.2% | +827.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling