+6.7%
DBX vs FHN
+88.9%
-82.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -1.3% | +2.7% | -4.0% | -1.8% |
| 30D | -2.9% | -3.1% | +0.2% | -2.3% |
| 3M | +23.8% | +2.3% | +21.5% | +23.2% |
| 6M | +26.2% | +9.7% | +16.5% | +23.4% |
| YTD | +21.6% | +4.7% | +16.9% | +20.0% |
| 1Y | +11.4% | +13.8% | -2.3% | +7.5% |
| 3Y | +21.3% | +131.6% | -110.3% | +0.9% |
| 5Y | +6.7% | +91.1% | -84.5% | -14.7% |
| All | +6.7% | +88.9% | -82.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling