+2,108.7%
DHR vs FXI
+200.0%
+1,908.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.2% | -4.2% | +5.4% | +2.7% |
| 30D | +3.7% | -1.1% | +4.8% | +4.1% |
| 3M | +14.5% | -4.0% | +18.4% | +16.0% |
| 6M | +40.9% | -11.8% | +52.8% | +46.8% |
| YTD | +2.4% | -11.9% | +14.3% | +6.5% |
| 1Y | +6.1% | -16.1% | +22.2% | +12.2% |
| 3Y | +21.0% | +38.8% | -17.8% | +4.0% |
| 5Y | -11.4% | -9.1% | -2.3% | -14.4% |
| 10Y | +241.8% | +18.4% | +223.4% | +191.0% |
| All | +2,108.7% | +200.0% | +1,908.7% | +970.9% |
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