+73.7%
HST vs DBX
+19.3%
+54.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.8% | 0.0% | -2.8% | -3.0% |
| 3M | -6.5% | +26.1% | -32.6% | -12.3% |
| 6M | +20.7% | +29.4% | -8.6% | +11.5% |
| YTD | +30.5% | +24.4% | +6.0% | +21.6% |
| 1Y | +36.8% | +10.9% | +25.9% | +31.0% |
| 3Y | +65.9% | +24.1% | +41.8% | +50.6% |
| 5Y | +73.9% | +7.8% | +66.2% | +58.2% |
| All | +73.7% | +19.3% | +54.5% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling