+55.0%
HST vs DBX
+8.4%
+46.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.7% |
| 7D | -1.3% | -8.1% | +6.9% | -0.7% |
| 30D | +13.4% | -4.9% | +18.3% | +13.7% |
| 3M | +16.7% | -2.7% | +19.4% | +16.7% |
| 6M | +24.0% | +25.2% | -1.2% | +22.3% |
| YTD | +54.0% | +19.3% | +34.7% | +51.5% |
| 1Y | +55.0% | +6.6% | +48.4% | +54.4% |
| All | +55.0% | +8.4% | +46.6% | +54.4% |
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 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