+18.7%
DBX vs HRB
+153.0%
-134.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.5% | -1.6% |
| 7D | -1.3% | -9.1% | +7.7% | +0.7% |
| 30D | -2.9% | +0.3% | -3.1% | -3.3% |
| 3M | +23.8% | +23.4% | +0.5% | +18.1% |
| 6M | +26.2% | +45.1% | -18.9% | +16.1% |
| YTD | +21.6% | +8.9% | +12.7% | +18.0% |
| 1Y | +11.4% | -7.9% | +19.4% | +11.4% |
| 3Y | +21.3% | +27.9% | -6.7% | +12.4% |
| 5Y | +6.7% | +108.3% | -101.7% | -10.8% |
| All | +18.7% | +153.0% | -134.2% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling