+1,740.0%
DHR vs XHB
+167.3%
+1,572.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +0.2% | -9.1% | +9.3% | +4.4% |
| 3M | +12.1% | -2.3% | +14.4% | +12.8% |
| 6M | +5.4% | -4.1% | +9.5% | +6.6% |
| YTD | -10.0% | -1.7% | -8.3% | -10.2% |
| 1Y | +4.1% | -15.1% | +19.2% | +10.6% |
| 3Y | -5.2% | +26.8% | -32.0% | -16.3% |
| 5Y | -28.2% | +37.3% | -65.6% | -39.7% |
| 10Y | +208.4% | +205.7% | +2.7% | +77.6% |
| All | +1,740.0% | +167.3% | +1,572.7% | +827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling