+228.7%
HL vs DBX
+11.7%
+217.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -4.4% | +2.1% | -6.4% | -4.9% |
| 30D | +9.3% | +5.7% | +3.6% | +7.6% |
| 3M | +32.0% | +31.8% | +0.2% | +22.1% |
| 6M | -6.4% | +37.5% | -43.9% | -15.9% |
| YTD | +3.1% | +27.9% | -24.8% | -5.2% |
| 1Y | +77.6% | +15.0% | +62.5% | +68.6% |
| 3Y | +392.8% | +27.2% | +365.6% | +333.8% |
| All | +228.7% | +11.7% | +217.0% | +154.6% |
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