+242.8%
QCOM vs FHN
+94.7%
+148.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | +0.9% | +4.6% | +5.3% |
| 30D | -1.1% | +2.1% | -3.2% | -1.7% |
| 3M | +7.6% | -6.0% | +13.6% | +9.8% |
| 6M | -20.1% | -2.9% | -17.1% | -19.4% |
| YTD | +3.0% | +0.7% | +2.3% | +2.5% |
| 1Y | +3.2% | +11.0% | -7.8% | -0.5% |
| 3Y | +48.9% | +130.3% | -81.4% | +13.5% |
| 5Y | +21.1% | +61.3% | -40.2% | -3.1% |
| 10Y | +242.8% | +89.6% | +153.2% | +154.0% |
| All | +242.8% | +94.7% | +148.1% | +154.0% |
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