-10.0%
DHR vs XME
+108.0%
-118.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +3.7% | -6.1% | +9.8% | +5.4% |
| 3M | +14.5% | -18.6% | +33.1% | +20.6% |
| 6M | +40.9% | -23.9% | +64.8% | +50.4% |
| YTD | +2.4% | -9.3% | +11.7% | +2.5% |
| 1Y | +6.1% | +1.8% | +4.4% | +2.2% |
| 3Y | +21.0% | +93.0% | -72.0% | -9.9% |
| All | -10.0% | +108.0% | -118.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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