+22.3%
DBX vs HBM
+266.4%
-244.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.4% | -6.4% | +3.9% | -1.5% |
| 30D | -0.5% | +5.9% | -6.4% | -1.5% |
| 3M | +28.1% | -8.9% | +37.0% | +28.5% |
| 6M | +33.1% | +10.7% | +22.4% | +28.2% |
| YTD | +25.3% | +38.3% | -13.0% | +15.2% |
| 1Y | +18.3% | +121.3% | -103.0% | -0.4% |
| 3Y | +25.0% | +450.6% | -425.6% | -13.5% |
| 5Y | +7.5% | +338.0% | -330.5% | -25.8% |
| All | +22.3% | +266.4% | -244.1% | -30.5% |
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 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