+45.8%
HYG vs DBX
+22.6%
+23.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | +2.1% | -2.8% | -0.9% |
| 30D | -0.7% | +5.7% | -6.5% | -1.2% |
| 3M | -0.2% | +31.8% | -32.0% | -2.6% |
| 6M | +1.4% | +37.5% | -36.0% | -1.7% |
| YTD | +1.5% | +27.9% | -26.5% | -1.1% |
| 1Y | +2.9% | +15.0% | -12.2% | +1.2% |
| 3Y | +25.6% | +27.2% | -1.5% | +21.1% |
| 5Y | +18.6% | +12.8% | +5.8% | +13.7% |
| All | +45.8% | +22.6% | +23.2% | +33.1% |
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