+1.9%
HON vs DBX
+8.4%
-6.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | -2.6% | -1.8% | -0.8% | -2.4% |
| 30D | -11.9% | +2.8% | -14.7% | -12.3% |
| 3M | -6.1% | +26.8% | -32.8% | -9.7% |
| 6M | -19.2% | +32.8% | -52.0% | -23.4% |
| YTD | +0.2% | +26.1% | -25.9% | -4.1% |
| 1Y | -1.5% | +14.1% | -15.6% | -4.0% |
| 3Y | +17.9% | +25.7% | -7.8% | +9.4% |
| 5Y | +1.9% | +11.2% | -9.2% | -8.9% |
| All | +1.9% | +8.4% | -6.5% | -8.9% |
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