+396.0%
HPE vs DBX
+11.7%
+384.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.5% | +11.0% | +12.0% |
| 7D | +19.4% | +2.1% | +17.3% | +18.6% |
| 30D | +5.6% | +5.7% | -0.1% | +3.7% |
| 3M | +33.1% | +31.8% | +1.3% | +20.7% |
| 6M | +192.5% | +37.5% | +155.0% | +159.3% |
| YTD | +160.9% | +27.9% | +133.0% | +137.0% |
| 1Y | +155.0% | +15.0% | +139.9% | +139.4% |
| 3Y | +289.4% | +27.2% | +262.2% | +242.0% |
| All | +396.0% | +11.7% | +384.3% | +295.4% |
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