+204.4%
DHR vs VXUS
+148.6%
+55.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.1% |
| 7D | -5.0% | -1.9% | -3.1% | -3.6% |
| 30D | -3.3% | -0.7% | -2.6% | -2.7% |
| 3M | +9.4% | +4.9% | +4.5% | +4.7% |
| 6M | +3.2% | +9.7% | -6.5% | -5.2% |
| YTD | -12.0% | +15.0% | -27.0% | -22.3% |
| 1Y | +4.9% | +22.4% | -17.6% | -12.0% |
| 3Y | -7.4% | +72.2% | -79.6% | -40.9% |
| 5Y | -29.8% | +52.6% | -82.4% | -51.2% |
| All | +204.4% | +148.6% | +55.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VXUS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling