+94.2%
HAS vs DBX
+12.3%
+81.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +3.0% |
| 7D | +2.2% | -8.6% | +10.7% | +4.1% |
| 30D | +29.6% | -5.2% | +34.8% | +31.0% |
| 3M | +30.3% | -6.4% | +36.7% | +31.7% |
| 6M | +25.6% | +12.7% | +12.9% | +21.3% |
| YTD | +50.8% | +17.2% | +33.6% | +43.6% |
| 1Y | +63.0% | +5.5% | +57.5% | +58.7% |
| 3Y | +211.6% | +24.1% | +187.5% | +184.6% |
| 5Y | +50.4% | +14.2% | +36.2% | +36.9% |
| All | +94.2% | +12.3% | +81.9% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling