+73.8%
HST vs DBX
+20.1%
+53.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | -1.0% | -2.4% | +1.4% | -0.4% |
| 30D | -12.3% | -0.5% | -11.8% | -12.3% |
| 3M | -6.4% | +28.1% | -34.4% | -12.5% |
| 6M | +15.0% | +33.1% | -18.1% | +5.5% |
| YTD | +30.5% | +25.3% | +5.2% | +21.5% |
| 1Y | +35.7% | +18.3% | +17.3% | +27.7% |
| 3Y | +68.4% | +25.0% | +43.4% | +52.6% |
| 5Y | +73.1% | +7.5% | +65.6% | +57.5% |
| All | +73.8% | +20.1% | +53.7% | +36.2% |
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