+129.2%
HPE vs DBX
+20.4%
+108.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.0% | -4.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -2.3% | -0.5% | -1.8% | -2.2% |
| 3M | -2.9% | +28.1% | -30.9% | -6.8% |
| 6M | +143.6% | +33.1% | +110.5% | +131.5% |
| YTD | +118.5% | +25.3% | +93.2% | +109.2% |
| 1Y | +129.2% | +18.3% | +110.9% | +121.3% |
| All | +129.2% | +20.4% | +108.8% | +121.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling