+17.3%
HDB vs DBX
+15.6%
+1.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | -3.3% | +6.0% | +3.3% |
| 30D | +14.1% | -5.9% | +20.0% | +15.2% |
| 3M | +11.8% | -6.7% | +18.5% | +12.7% |
| 6M | +8.2% | +28.0% | -19.8% | +2.7% |
| YTD | -29.3% | +20.6% | -49.9% | -32.5% |
| 1Y | -28.8% | +10.3% | -39.1% | -30.9% |
| 3Y | -7.5% | +24.0% | -31.5% | -14.4% |
| 5Y | -23.1% | +24.2% | -47.3% | -30.2% |
| All | +17.3% | +15.6% | +1.7% | -0.7% |
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 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