+358.7%
HCA vs DBX
+20.9%
+337.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.4% |
| 7D | +2.9% | -1.8% | +4.8% | +3.3% |
| 30D | +2.4% | +2.8% | -0.5% | +1.7% |
| 3M | +13.0% | +26.8% | -13.7% | +7.4% |
| 6M | -21.4% | +32.8% | -54.1% | -26.4% |
| YTD | -9.5% | +26.1% | -35.5% | -14.5% |
| 1Y | +7.5% | +14.1% | -6.6% | +3.5% |
| 3Y | +57.6% | +25.7% | +31.9% | +44.7% |
| 5Y | +71.1% | +11.2% | +60.0% | +57.5% |
| All | +358.7% | +20.9% | +337.9% | +268.0% |
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 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