+155.0%
HPE vs DBX
+15.5%
+139.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.5% | +11.0% | +12.2% |
| 7D | +19.4% | +2.1% | +17.3% | +19.0% |
| 30D | +5.6% | +5.7% | -0.1% | +4.8% |
| 3M | +33.1% | +31.8% | +1.3% | +27.1% |
| 6M | +192.5% | +37.5% | +155.0% | +176.2% |
| YTD | +160.9% | +27.9% | +133.0% | +148.8% |
| 1Y | +155.0% | +15.0% | +139.9% | +141.9% |
| All | +155.0% | +15.5% | +139.4% | +141.9% |
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 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