+254.0%
QCOM vs FHN
+131.7%
+122.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +1.2% | +2.2% | +2.9% |
| 30D | +7.7% | -4.7% | +12.4% | +9.3% |
| 3M | -30.1% | +3.5% | -33.6% | -31.0% |
| 6M | +22.8% | +7.8% | +15.0% | +19.6% |
| YTD | +0.2% | +5.9% | -5.7% | -2.0% |
| 1Y | +7.9% | +12.5% | -4.6% | +3.2% |
| 3Y | +55.8% | +117.2% | -61.4% | +20.8% |
| 5Y | +30.1% | +86.5% | -56.5% | -0.8% |
| All | +254.0% | +131.7% | +122.3% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling