+91.0%
HAS vs DBX
+19.5%
+71.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.1% |
| 7D | -0.2% | -4.4% | +4.2% | +0.8% |
| 30D | +31.0% | +4.8% | +26.3% | +29.8% |
| 3M | +30.7% | +0.3% | +30.3% | +30.2% |
| 6M | +23.9% | +40.4% | -16.5% | +13.8% |
| YTD | +48.3% | +24.7% | +23.6% | +39.5% |
| 1Y | +60.2% | +20.9% | +39.3% | +51.3% |
| 3Y | +189.2% | +34.5% | +154.7% | +159.7% |
| 5Y | +50.4% | +24.6% | +25.8% | +34.6% |
| All | +91.0% | +19.5% | +71.5% | +58.3% |
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