+203.8%
DHR vs XHB
+215.4%
-11.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | -3.6% | -4.6% | +1.0% | -1.4% |
| 30D | -2.7% | -9.1% | +6.4% | +1.7% |
| 3M | +10.9% | -8.6% | +19.5% | +15.4% |
| 6M | +3.0% | -4.0% | +7.1% | +4.2% |
| YTD | -12.2% | -3.9% | -8.3% | -11.5% |
| 1Y | +3.3% | -16.5% | +19.8% | +11.2% |
| 3Y | -8.2% | +22.6% | -30.8% | -18.9% |
| 5Y | -29.9% | +33.9% | -63.8% | -42.1% |
| All | +203.8% | +215.4% | -11.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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