+21.3%
DBX vs HBM
+522.1%
-500.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.8% | -8.7% | -3.3% |
| 7D | -1.3% | +7.4% | -8.7% | -1.8% |
| 30D | -2.9% | +5.1% | -7.9% | -3.3% |
| 3M | +23.8% | +11.1% | +12.7% | +22.6% |
| 6M | +26.2% | +30.2% | -4.0% | +22.2% |
| YTD | +21.6% | +46.2% | -24.6% | +14.7% |
| 1Y | +11.4% | +120.0% | -108.6% | -1.9% |
| 3Y | +21.3% | +527.4% | -506.1% | -9.5% |
| All | +21.3% | +522.1% | -500.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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