+66.1%
HST vs DBX
+21.2%
+44.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | -5.2% | -2.9% | -2.4% | -4.8% |
| 3M | -6.2% | +23.8% | -30.1% | -10.7% |
| 6M | +20.4% | +26.2% | -5.8% | +13.6% |
| YTD | +30.6% | +21.6% | +9.0% | +24.2% |
| 1Y | +37.4% | +11.4% | +25.9% | +33.2% |
| 3Y | +66.1% | +21.3% | +44.8% | +48.5% |
| All | +66.1% | +21.2% | +44.9% | +48.5% |
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