+7.1%
QLD vs FHN
+12.0%
-4.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | -20.5% | +2.1% | -22.6% | -21.0% |
| 3M | -14.6% | -6.0% | -8.7% | -12.5% |
| 6M | -14.7% | -2.9% | -11.7% | -14.0% |
| YTD | +11.2% | +0.7% | +10.5% | +7.8% |
| 1Y | +7.1% | +11.0% | -3.9% | +0.2% |
| All | +7.1% | +12.0% | -4.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling