+172.3%
FHN vs QSR
+206.0%
-33.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +1.1% |
| 30D | -2.6% | +5.7% | -8.3% | -5.2% |
| 3M | 0.0% | +6.9% | -6.9% | -3.5% |
| 6M | +9.2% | +6.9% | +2.4% | +5.0% |
| YTD | +4.3% | +14.9% | -10.6% | -3.5% |
| 1Y | +10.8% | +29.1% | -18.3% | -3.5% |
| 3Y | +130.7% | +26.1% | +104.6% | +98.2% |
| 5Y | +87.4% | +42.3% | +45.0% | +48.6% |
| 10Y | +126.9% | +134.0% | -7.1% | +38.0% |
| All | +172.3% | +206.0% | -33.7% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling