+16.4%
DBX vs FHN
+68.3%
-51.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | -8.1% | -0.9% | -7.3% | -8.0% |
| 30D | -4.9% | +2.0% | -6.9% | -5.4% |
| 3M | -2.7% | -6.8% | +4.1% | -1.2% |
| 6M | +25.2% | -0.8% | +25.9% | +25.1% |
| YTD | +19.3% | +0.6% | +18.7% | +18.5% |
| 1Y | +6.6% | +11.5% | -4.9% | +3.3% |
| 3Y | +24.6% | +130.0% | -105.4% | +1.6% |
| 5Y | +23.5% | +60.8% | -37.3% | +4.6% |
| All | +16.4% | +68.3% | -51.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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