-3.7%
HSY vs DBX
+20.4%
-24.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | -3.3% | -2.4% | -0.9% | -3.3% |
| 30D | -2.8% | -0.5% | -2.3% | -2.8% |
| 3M | -4.5% | +28.1% | -32.5% | -4.3% |
| 6M | -24.2% | +33.1% | -57.3% | -22.9% |
| YTD | -2.7% | +25.3% | -28.0% | -0.4% |
| 1Y | -3.7% | +18.3% | -22.1% | -1.1% |
| All | -3.7% | +20.4% | -24.2% | -1.1% |
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