+133.4%
FHN vs QSR
+25.0%
+108.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.8% | -4.7% | +3.9% | +0.3% |
| 30D | -2.6% | +4.3% | -6.9% | -3.7% |
| 3M | +0.8% | +5.4% | -4.6% | -0.6% |
| 6M | +9.2% | +8.2% | +1.1% | +6.7% |
| YTD | +5.1% | +14.1% | -9.0% | +1.0% |
| 1Y | +12.2% | +28.1% | -15.9% | +4.1% |
| All | +133.4% | +25.0% | +108.4% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling