+13.0%
HSY vs DBX
+8.4%
+4.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.3% |
| 7D | -0.4% | -1.8% | +1.4% | -0.4% |
| 30D | -3.4% | +2.8% | -6.3% | -3.4% |
| 3M | -0.5% | +26.8% | -27.3% | -0.4% |
| 6M | -19.1% | +32.8% | -51.9% | -18.8% |
| YTD | -2.1% | +26.1% | -28.1% | -1.7% |
| 1Y | -3.2% | +14.1% | -17.4% | -2.8% |
| 3Y | -8.8% | +25.7% | -34.5% | -8.9% |
| 5Y | +13.0% | +11.2% | +1.8% | +11.9% |
| All | +13.0% | +8.4% | +4.5% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling