+130.6%
HD vs DBX
+20.1%
+110.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.5% |
| 7D | -2.1% | -2.4% | +0.4% | -1.6% |
| 30D | -8.4% | -0.5% | -7.9% | -8.4% |
| 3M | +4.3% | +28.1% | -23.7% | -1.4% |
| 6M | -11.1% | +33.1% | -44.2% | -17.5% |
| YTD | -4.7% | +25.3% | -30.0% | -10.3% |
| 1Y | -19.8% | +18.3% | -38.2% | -23.8% |
| 3Y | +4.1% | +25.0% | -20.9% | -4.9% |
| 5Y | +10.3% | +7.5% | +2.8% | +1.6% |
| All | +130.6% | +20.1% | +110.5% | +83.2% |
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 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