+246.3%
HPE vs DBX
+25.2%
+221.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.6% | -6.6% |
| 7D | +1.4% | -1.8% | +3.3% | +1.9% |
| 30D | +1.5% | +2.8% | -1.3% | +0.6% |
| 3M | +21.7% | +26.8% | -5.0% | +13.2% |
| 6M | +164.2% | +32.8% | +131.4% | +140.5% |
| YTD | +132.1% | +26.1% | +106.0% | +114.6% |
| 1Y | +130.6% | +14.1% | +116.5% | +119.5% |
| All | +246.3% | +25.2% | +221.1% | +203.0% |
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