+17.7%
DBX vs HBM
+185.7%
-167.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -3.3% | +2.2% | -5.5% | -3.7% |
| 30D | -5.9% | -11.8% | +5.9% | -4.5% |
| 3M | -6.7% | -19.2% | +12.5% | -4.6% |
| 6M | +28.0% | -22.9% | +50.9% | +30.1% |
| YTD | +20.6% | +7.8% | +12.8% | +14.1% |
| 1Y | +10.3% | +34.9% | -24.6% | +0.2% |
| 3Y | +24.0% | +422.2% | -398.2% | -14.4% |
| 5Y | +24.2% | +192.8% | -168.6% | -9.2% |
| All | +17.7% | +185.7% | -167.9% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling