+5.8%
HD vs DBX
+23.7%
-17.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.2% |
| 7D | +4.3% | -4.4% | +8.7% | +5.3% |
| 30D | +20.2% | +4.8% | +15.4% | +19.1% |
| 3M | -1.0% | +0.3% | -1.4% | -1.4% |
| 6M | +7.9% | +40.4% | -32.5% | -0.8% |
| YTD | +2.0% | +24.7% | -22.7% | -3.7% |
| 1Y | -4.3% | +20.9% | -25.2% | -9.2% |
| 3Y | +25.9% | +34.5% | -8.6% | +10.6% |
| All | +5.8% | +23.7% | -17.9% | -12.1% |
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