+494.6%
HL vs DBX
+19.3%
+475.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +18.8% | 0.0% | +18.8% | +18.6% |
| 3M | +43.7% | +26.1% | +17.6% | +34.2% |
| 6M | -1.0% | +29.4% | -30.4% | -9.5% |
| YTD | +8.7% | +24.4% | -15.7% | +0.3% |
| 1Y | +105.0% | +10.9% | +94.1% | +95.1% |
| 3Y | +427.3% | +24.1% | +403.2% | +372.9% |
| 5Y | +249.3% | +7.8% | +241.5% | +216.6% |
| All | +494.6% | +19.3% | +475.3% | +383.0% |
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 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