-8.2%
DHR vs XPO
+151.0%
-159.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -5.7% | +2.0% | -2.7% |
| 30D | -2.7% | -12.8% | +10.1% | -0.6% |
| 3M | +10.9% | -20.0% | +30.9% | +14.9% |
| 6M | +3.0% | -6.0% | +9.1% | +3.4% |
| YTD | -12.2% | +34.0% | -46.2% | -17.8% |
| 1Y | +3.3% | +35.6% | -32.2% | -3.9% |
| 3Y | -8.2% | +152.3% | -160.5% | -19.4% |
| All | -8.2% | +151.0% | -159.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling