+72.8%
HCA vs DBX
+11.7%
+61.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +5.4% | +2.1% | +3.3% | +5.0% |
| 30D | +3.0% | +5.7% | -2.8% | +1.8% |
| 3M | +13.0% | +31.8% | -18.8% | +6.9% |
| 6M | -20.3% | +37.5% | -57.7% | -25.6% |
| YTD | -8.2% | +27.9% | -36.1% | -13.2% |
| 1Y | +6.7% | +15.0% | -8.3% | +3.0% |
| 3Y | +60.4% | +27.2% | +33.2% | +46.3% |
| All | +72.8% | +11.7% | +61.1% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling