+23.1%
DBX vs HIG
+217.2%
-194.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.2% |
| 30D | +2.8% | -1.2% | +4.1% | +3.2% |
| 3M | +26.8% | +6.3% | +20.5% | +24.7% |
| 6M | +32.8% | +0.6% | +32.2% | +32.3% |
| YTD | +26.1% | +0.6% | +25.5% | +25.6% |
| 1Y | +14.1% | +6.1% | +8.0% | +11.8% |
| 3Y | +25.7% | +102.0% | -76.3% | +2.3% |
| 5Y | +11.2% | +119.2% | -108.0% | -12.0% |
| All | +23.1% | +217.2% | -194.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling