+5.3%
DBX vs HBM
+395.3%
-390.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.8% | -8.7% | -3.6% |
| 7D | -1.3% | +7.4% | -8.7% | -2.2% |
| 30D | -2.9% | +5.1% | -7.9% | -3.6% |
| 3M | +23.8% | +11.1% | +12.7% | +21.3% |
| 6M | +26.2% | +30.2% | -4.0% | +19.4% |
| YTD | +21.6% | +46.2% | -24.6% | +11.5% |
| 1Y | +11.4% | +120.0% | -108.6% | -5.7% |
| 3Y | +21.3% | +527.4% | -506.1% | -19.1% |
| All | +5.3% | +395.3% | -390.0% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling