+17.0%
HON vs DBX
+27.0%
-10.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -3.5% | +2.1% | -5.6% | -3.6% |
| 30D | -13.8% | +5.7% | -19.5% | -14.1% |
| 3M | -11.7% | +31.8% | -43.5% | -13.3% |
| 6M | -18.7% | +37.5% | -56.2% | -20.8% |
| YTD | +0.2% | +27.9% | -27.7% | -1.4% |
| 1Y | -3.1% | +15.0% | -18.1% | -3.3% |
| 3Y | +17.0% | +27.2% | -10.2% | +11.2% |
| All | +17.0% | +27.0% | -10.0% | +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 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