-22.5%
HDB vs DBX
+22.7%
-45.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -0.3% |
| 7D | +6.9% | -8.1% | +15.1% | +8.5% |
| 30D | +15.2% | -4.9% | +20.1% | +16.1% |
| 3M | +11.7% | -2.7% | +14.4% | +11.7% |
| 6M | +7.5% | +25.2% | -17.7% | +2.0% |
| YTD | -28.8% | +19.3% | -48.1% | -32.0% |
| 1Y | -29.1% | +6.6% | -35.7% | -30.7% |
| 3Y | -7.0% | +24.6% | -31.6% | -16.3% |
| All | -22.5% | +22.7% | -45.2% | -31.7% |
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