+1,274.8%
HWM vs DBX
+19.3%
+1,255.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.1% |
| 7D | -8.0% | +0.3% | -8.3% | -8.0% |
| 30D | -18.0% | 0.0% | -18.0% | -18.1% |
| 3M | -9.5% | +26.1% | -35.6% | -15.0% |
| 6M | -8.4% | +29.4% | -37.7% | -15.4% |
| YTD | +13.6% | +24.4% | -10.8% | +5.8% |
| 1Y | +30.2% | +10.9% | +19.4% | +24.6% |
| 3Y | +392.2% | +24.1% | +368.2% | +347.9% |
| 5Y | +645.2% | +7.8% | +637.4% | +581.1% |
| All | +1,274.8% | +19.3% | +1,255.6% | +969.8% |
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