-11.2%
HSY vs DBX
+23.5%
-34.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.6% |
| 7D | -3.0% | +0.3% | -3.2% | -2.9% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | -1.3% | +26.1% | -27.4% | -0.7% |
| 6M | -21.5% | +29.4% | -50.9% | -20.6% |
| YTD | -3.3% | +24.4% | -27.7% | -2.2% |
| 1Y | -5.5% | +10.9% | -16.4% | -4.7% |
| All | -11.2% | +23.5% | -34.7% | -12.1% |
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 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