+133.9%
HL vs DBX
+20.4%
+113.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.7% |
| 7D | +1.5% | -2.4% | +3.9% | +1.2% |
| 30D | +25.1% | -0.5% | +25.5% | +25.1% |
| 3M | +22.9% | +28.1% | -5.2% | +25.9% |
| 6M | -4.9% | +33.1% | -38.0% | -2.1% |
| YTD | +7.8% | +25.3% | -17.5% | +13.1% |
| 1Y | +133.9% | +18.3% | +115.5% | +151.0% |
| All | +133.9% | +20.4% | +113.5% | +151.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling