-13.9%
HUT vs DBX
+20.7%
-34.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.2% | +6.2% |
| 7D | +24.8% | -8.1% | +32.9% | +30.4% |
| 30D | -28.4% | -4.9% | -23.5% | -27.5% |
| 3M | -31.2% | -2.7% | -28.5% | -33.5% |
| 6M | -40.2% | +25.2% | -65.4% | -54.9% |
| YTD | +32.9% | +19.3% | +13.6% | -1.3% |
| 1Y | +39.1% | +6.6% | +32.5% | +14.9% |
| 3Y | +462.8% | +24.6% | +438.2% | +227.3% |
| 5Y | -13.9% | +23.5% | -37.4% | -46.7% |
| All | -13.9% | +20.7% | -34.6% | -46.7% |
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 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