+309.3%
HPE vs DBX
+16.6%
+292.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.7% | +8.6% |
| 7D | +10.1% | -1.3% | +11.5% | +10.6% |
| 30D | +5.3% | -2.9% | +8.2% | +6.0% |
| 3M | +12.7% | +23.8% | -11.2% | +4.7% |
| 6M | +167.7% | +26.2% | +141.5% | +145.3% |
| YTD | +135.5% | +21.6% | +113.8% | +118.2% |
| 1Y | +143.4% | +11.4% | +132.0% | +130.8% |
| 3Y | +249.2% | +21.3% | +227.9% | +215.1% |
| 5Y | +343.8% | +6.7% | +337.2% | +304.2% |
| All | +309.3% | +16.6% | +292.7% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling