+5.3%
HDB vs DBX
+20.1%
-14.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +0.4% | -2.4% | +2.9% | +0.8% |
| 30D | -2.8% | -0.5% | -2.3% | -2.9% |
| 3M | -3.5% | +28.1% | -31.6% | -8.0% |
| 6M | -24.7% | +33.1% | -57.8% | -29.1% |
| YTD | -36.6% | +25.3% | -61.9% | -39.6% |
| 1Y | -34.4% | +18.3% | -52.7% | -37.1% |
| 3Y | -24.4% | +25.0% | -49.4% | -29.9% |
| 5Y | -35.4% | +7.5% | -42.9% | -39.9% |
| All | +5.3% | +20.1% | -14.8% | -11.2% |
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