+9,127.5%
QLD vs FHN
+13.2%
+9,114.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +1.2% | -0.6% | 0.0% |
| 30D | -0.1% | -4.7% | +4.6% | +2.0% |
| 3M | -8.4% | +3.5% | -11.9% | -10.0% |
| 6M | +32.2% | +7.8% | +24.4% | +27.5% |
| YTD | +28.9% | +5.9% | +23.0% | +25.0% |
| 1Y | +43.8% | +12.5% | +31.4% | +35.1% |
| 3Y | +176.6% | +117.2% | +59.4% | +92.9% |
| 5Y | +121.6% | +86.5% | +35.0% | +50.4% |
| 10Y | +1,652.9% | +125.7% | +1,527.2% | +877.4% |
| All | +9,127.5% | +13.2% | +9,114.3% | +5,950.8% |
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