-16.9%
INFQ vs FHN
+2.1%
-19.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.9% |
| 7D | +2.4% | -0.8% | +3.2% | +3.1% |
| 30D | +9.6% | -2.6% | +12.3% | +12.6% |
| 3M | -4.6% | +0.8% | -5.4% | -8.2% |
| 6M | +6.7% | +9.2% | -2.6% | -13.8% |
| All | -16.9% | +2.1% | -19.0% | -24.3% |
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