-5.4%
HAL vs DBX
+20.1%
-25.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | +2.9% | -2.4% | +5.4% | +3.6% |
| 30D | +17.0% | -0.5% | +17.5% | +16.8% |
| 3M | -9.7% | +28.1% | -37.7% | -16.6% |
| 6M | +8.6% | +33.1% | -24.5% | -2.0% |
| YTD | +33.0% | +25.3% | +7.7% | +22.0% |
| 1Y | +68.3% | +18.3% | +50.0% | +56.3% |
| 3Y | +0.1% | +25.0% | -24.9% | -11.4% |
| 5Y | +102.6% | +7.5% | +95.1% | +83.1% |
| All | -5.4% | +20.1% | -25.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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