+13.8%
DBX vs FHN
+68.5%
-54.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.3% | +0.9% | -8.2% | -7.5% |
| 30D | -5.7% | +2.1% | -7.8% | -6.2% |
| 3M | -6.3% | -6.0% | -0.4% | -5.1% |
| 6M | +12.1% | -2.9% | +15.1% | +12.7% |
| YTD | +16.5% | +0.7% | +15.8% | +15.8% |
| 1Y | +6.1% | +11.0% | -5.0% | +2.9% |
| 3Y | +21.8% | +130.3% | -108.5% | -0.7% |
| 5Y | +19.1% | +61.3% | -42.2% | +0.8% |
| All | +13.8% | +68.5% | -54.7% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling