-29.8%
DHR vs XPO
+257.8%
-287.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -5.0% | -1.3% | -3.6% | -4.8% |
| 30D | -3.3% | -10.4% | +7.0% | -1.3% |
| 3M | +9.4% | -15.7% | +25.1% | +12.9% |
| 6M | +3.2% | -6.3% | +9.5% | +3.7% |
| YTD | -12.0% | +34.2% | -46.2% | -18.7% |
| 1Y | +4.9% | +39.9% | -35.1% | -4.6% |
| 3Y | -7.4% | +155.2% | -162.6% | -29.4% |
| 5Y | -29.8% | +264.7% | -294.4% | -55.1% |
| All | -29.8% | +257.8% | -287.6% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling