+655.5%
HWM vs DBX
+7.2%
+648.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.9% | -7.8% | -9.9% |
| 7D | -9.2% | -1.3% | -7.9% | -8.8% |
| 30D | -17.9% | -2.9% | -15.0% | -17.3% |
| 3M | -6.0% | +23.8% | -29.9% | -11.8% |
| 6M | -7.4% | +26.2% | -33.6% | -14.4% |
| YTD | +13.1% | +21.6% | -8.5% | +5.5% |
| 1Y | +29.3% | +11.4% | +17.9% | +23.6% |
| 3Y | +389.9% | +21.3% | +368.6% | +339.4% |
| 5Y | +655.5% | +6.7% | +648.9% | +509.7% |
| All | +655.5% | +7.2% | +648.3% | +509.7% |
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