+7.4%
HD vs DBX
+7.2%
+0.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -11.1% | -2.9% | -8.3% | -10.7% |
| 3M | +2.0% | +23.8% | -21.8% | -2.8% |
| 6M | -10.5% | +26.2% | -36.7% | -15.6% |
| YTD | -6.9% | +21.6% | -28.5% | -11.5% |
| 1Y | -23.2% | +11.4% | -34.6% | -25.6% |
| 3Y | +3.1% | +21.3% | -18.2% | -6.0% |
| 5Y | +7.4% | +6.7% | +0.7% | -5.7% |
| All | +7.4% | +7.2% | +0.2% | -5.7% |
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