+12.1%
QLD vs FHN
+10.7%
+1.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +12.5% | +1.3% | +11.2% | +11.9% |
| 30D | -15.7% | +2.8% | -18.5% | -16.4% |
| 3M | -11.9% | -8.9% | -3.0% | -8.5% |
| 6M | -10.3% | -0.7% | -9.6% | -10.6% |
| YTD | +15.6% | +0.1% | +15.5% | +12.4% |
| 1Y | +12.1% | +10.4% | +1.7% | +5.5% |
| All | +12.1% | +10.7% | +1.4% | +5.5% |
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