XHR stands for XMLHTTPRequest. XHR is sometimes referred by the name Comet.
XHR is a type of standardized HTTP request that is used to create interactive websites, where the server updates the page being displayed without refreshing the whole page. This request opens up the way for the server to send a message to the client - something impossible to do with a naive HTTP implementation.
XHR is a kind of a hack that enables the implementation of signaling mechanisms on top of HTTP. There are other means such as SSE and WebSocket.
