-16.4%
HAL vs DBX
+15.6%
-31.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +2.6% | -6.3% | +8.9% | +4.4% |
| 30D | -0.1% | -5.9% | +5.8% | +1.4% |
| 3M | -1.1% | -0.4% | -0.8% | -1.7% |
| 6M | -20.7% | +29.8% | -50.6% | -27.6% |
| YTD | +17.5% | +20.5% | -3.0% | +8.5% |
| 1Y | +24.1% | +8.7% | +15.5% | +18.1% |
| 3Y | -8.4% | +25.9% | -34.3% | -19.5% |
| 5Y | +53.2% | +24.2% | +29.1% | +32.0% |
| All | -16.4% | +15.6% | -31.9% | -38.8% |
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