+5.3%
HUM vs DBX
+11.7%
-6.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +2.1% | +2.1% | 0.0% | +1.8% |
| 30D | +5.4% | +5.7% | -0.3% | +4.5% |
| 3M | +11.4% | +31.8% | -20.4% | +6.9% |
| 6M | +141.5% | +37.5% | +104.0% | +129.7% |
| YTD | +61.2% | +27.9% | +33.3% | +54.4% |
| 1Y | +49.2% | +15.0% | +34.1% | +44.4% |
| 3Y | -9.0% | +27.2% | -36.2% | -14.3% |
| All | +5.3% | +11.7% | -6.4% | -1.3% |
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