+125.5%
FHN vs QSR
+135.2%
-9.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -1.2% | -4.0% | +2.8% | +0.8% |
| 30D | -4.8% | +2.8% | -7.5% | -6.2% |
| 3M | -0.7% | +5.1% | -5.8% | -3.6% |
| 6M | +10.6% | +8.8% | +1.8% | +5.1% |
| YTD | +4.6% | +14.8% | -10.2% | -3.8% |
| 1Y | +11.4% | +25.7% | -14.4% | -2.6% |
| 3Y | +132.3% | +27.5% | +104.7% | +95.7% |
| 5Y | +90.2% | +41.3% | +48.9% | +48.2% |
| All | +125.5% | +135.2% | -9.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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