+389.9%
HWM vs DBX
+21.2%
+368.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.9% | -7.8% | -10.2% |
| 7D | -9.2% | -1.3% | -7.9% | -8.9% |
| 30D | -17.9% | -2.9% | -15.0% | -17.5% |
| 3M | -6.0% | +23.8% | -29.9% | -10.2% |
| 6M | -7.4% | +26.2% | -33.6% | -12.2% |
| YTD | +13.1% | +21.6% | -8.5% | +8.2% |
| 1Y | +29.3% | +11.4% | +17.9% | +26.6% |
| 3Y | +389.9% | +21.3% | +368.6% | +336.8% |
| All | +389.9% | +21.2% | +368.7% | +336.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling