-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 | +2.6% | +0.5% | +2.1% | +2.8% |
| 7D | -7.1% | +2.1% | -9.3% | -6.2% |
| 30D | +12.6% | +3.8% | +8.8% | +14.7% |
| 3M | +14.2% | -8.9% | +23.2% | +9.9% |
| 6M | +6.2% | +1.8% | +4.4% | +7.6% |
| YTD | -21.8% | +0.6% | -22.4% | -20.5% |
| 1Y | -23.1% | +12.9% | -36.1% | -17.5% |
| 3Y | -71.3% | +126.4% | -197.7% | -54.4% |
| 5Y | -77.0% | +62.3% | -139.3% | -65.4% |
| 10Y | -99.0% | +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