+22.3%
DBX vs HIG
+220.9%
-198.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -0.5% | -3.2% | +2.7% | +0.4% |
| 3M | +28.1% | +9.1% | +18.9% | +25.0% |
| 6M | +33.1% | -1.8% | +34.9% | +33.5% |
| YTD | +25.3% | +1.8% | +23.5% | +24.4% |
| 1Y | +18.3% | +4.6% | +13.8% | +16.4% |
| 3Y | +25.0% | +101.6% | -76.6% | +1.8% |
| 5Y | +7.5% | +124.5% | -117.0% | -15.4% |
| All | +22.3% | +220.9% | -198.6% | -20.8% |
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