+68.8%
HUM vs DBX
+22.6%
+46.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +2.1% | +2.1% | 0.0% | +1.7% |
| 30D | +5.4% | +5.7% | -0.3% | +4.4% |
| 3M | +11.4% | +31.8% | -20.4% | +6.3% |
| 6M | +141.5% | +37.5% | +104.0% | +128.3% |
| YTD | +61.2% | +27.9% | +33.3% | +53.9% |
| 1Y | +49.2% | +15.0% | +34.1% | +44.4% |
| 3Y | -9.0% | +27.2% | -36.2% | -14.8% |
| 5Y | +7.2% | +12.8% | -5.6% | +0.6% |
| All | +68.8% | +22.6% | +46.2% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling