+17.7%
DBX vs HIG
+218.8%
-201.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | -5.9% | +4.2% | -10.1% | -7.0% |
| 3M | -6.7% | +0.2% | -6.9% | -6.8% |
| 6M | +28.0% | +4.6% | +23.4% | +26.3% |
| YTD | +20.6% | +1.1% | +19.5% | +19.9% |
| 1Y | +10.3% | +4.7% | +5.6% | +8.5% |
| 3Y | +24.0% | +95.5% | -71.4% | +1.9% |
| 5Y | +24.2% | +111.7% | -87.4% | -0.9% |
| All | +17.7% | +218.8% | -201.1% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling