+24.8%
DBX vs FHN
+132.7%
-107.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -0.5% | -4.7% | +4.2% | +0.7% |
| 3M | +28.1% | +3.5% | +24.5% | +26.8% |
| 6M | +33.1% | +7.8% | +25.3% | +30.0% |
| YTD | +25.3% | +5.9% | +19.4% | +22.8% |
| 1Y | +18.3% | +12.5% | +5.9% | +13.2% |
| All | +24.8% | +132.7% | -107.9% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling