+99.3%
HLT vs DBX
+27.0%
+72.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -5.0% | +5.7% | -10.8% | -5.9% |
| 3M | -10.4% | +31.8% | -42.2% | -14.5% |
| 6M | +3.2% | +37.5% | -34.2% | -2.7% |
| YTD | +6.7% | +27.9% | -21.2% | +2.2% |
| 1Y | +10.3% | +15.0% | -4.8% | +7.8% |
| 3Y | +99.3% | +27.2% | +72.2% | +82.2% |
| All | +99.3% | +27.0% | +72.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling