+123.0%
HD vs DBX
+19.3%
+103.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -10.8% | 0.0% | -10.8% | -11.0% |
| 3M | -2.7% | +26.1% | -28.8% | -7.8% |
| 6M | -10.3% | +29.4% | -39.6% | -16.2% |
| YTD | -7.8% | +24.4% | -32.2% | -13.2% |
| 1Y | -23.1% | +10.9% | -34.0% | -25.9% |
| 3Y | +2.0% | +24.1% | -22.1% | -6.7% |
| 5Y | +6.2% | +7.8% | -1.5% | -2.2% |
| All | +123.0% | +19.3% | +103.7% | +77.4% |
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