+21.5%
DBX vs FHN
+74.6%
-53.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | 0.0% | -2.6% | +2.6% | +0.6% |
| 3M | +26.1% | 0.0% | +26.1% | +26.0% |
| 6M | +29.4% | +9.2% | +20.1% | +26.5% |
| YTD | +24.4% | +4.3% | +20.1% | +22.7% |
| 1Y | +10.9% | +10.8% | +0.1% | +7.4% |
| 3Y | +24.1% | +130.7% | -106.7% | +1.0% |
| 5Y | +7.8% | +87.4% | -79.6% | -12.0% |
| All | +21.5% | +74.6% | -53.1% | +2.4% |
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