-29.8%
DHR vs XHB
+30.4%
-60.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.9% |
| 7D | -5.0% | -5.2% | +0.3% | -2.3% |
| 30D | -3.3% | -12.1% | +8.8% | +3.3% |
| 3M | +9.4% | -6.2% | +15.6% | +12.6% |
| 6M | +3.2% | -6.7% | +9.9% | +5.9% |
| YTD | -12.0% | -5.5% | -6.6% | -10.7% |
| 1Y | +4.9% | -15.6% | +20.5% | +13.1% |
| 3Y | -7.4% | +22.0% | -29.4% | -20.2% |
| 5Y | -29.8% | +31.8% | -61.6% | -45.7% |
| All | -29.8% | +30.4% | -60.2% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling