+48.9%
HAS vs DBX
+26.9%
+22.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | +2.3% | -0.5% | +2.8% | +2.2% |
| 3M | +10.4% | +28.1% | -17.7% | +6.1% |
| 6M | -3.2% | +33.1% | -36.3% | -8.0% |
| YTD | +15.4% | +25.3% | -9.9% | +11.1% |
| 1Y | +18.8% | +18.3% | +0.5% | +15.1% |
| All | +48.9% | +26.9% | +22.0% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling