-100.0%
QID vs FHN
+6.3%
-106.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.7% |
| 7D | -1.1% | -0.9% | -0.2% | -1.3% |
| 30D | +14.4% | +2.0% | +12.4% | +15.7% |
| 3M | +6.7% | -6.8% | +13.5% | +3.7% |
| 6M | +2.6% | -0.8% | +3.4% | +2.7% |
| YTD | -24.2% | +0.6% | -24.8% | -22.9% |
| 1Y | -22.3% | +11.5% | -33.8% | -17.1% |
| 3Y | -72.0% | +130.0% | -202.0% | -55.2% |
| 5Y | -78.2% | +60.8% | -139.0% | -67.3% |
| 10Y | -99.1% | +84.0% | -183.0% | -98.0% |
| All | -100.0% | +6.3% | -106.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling