-37.8%
HDB vs DBX
+8.9%
-46.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.2% |
| 7D | -4.9% | +0.3% | -5.1% | -4.9% |
| 30D | -5.8% | 0.0% | -5.8% | -6.0% |
| 3M | -5.2% | +26.1% | -31.3% | -9.7% |
| 6M | -25.7% | +29.4% | -55.1% | -29.9% |
| YTD | -39.6% | +24.4% | -64.0% | -42.6% |
| 1Y | -36.9% | +10.9% | -47.8% | -38.7% |
| 3Y | -29.7% | +24.1% | -53.8% | -35.9% |
| 5Y | -37.8% | +7.8% | -45.5% | -44.3% |
| All | -37.8% | +8.9% | -46.6% | -44.3% |
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