+26.0%
DBX vs HRB
+140.6%
-114.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -3.3% | -5.1% | +1.8% | -2.0% |
| 30D | -5.9% | +8.7% | -14.5% | -7.8% |
| 3M | -6.7% | -5.4% | -1.3% | -5.6% |
| 6M | +28.0% | +41.6% | -13.6% | +17.2% |
| YTD | +20.6% | +18.7% | +2.0% | +14.1% |
| 1Y | +10.3% | +16.4% | -6.1% | +4.7% |
| 3Y | +24.0% | +22.0% | +2.1% | +14.1% |
| All | +26.0% | +140.6% | -114.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling