+534.7%
QQQ vs FHN
+81.8%
+452.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +3.6% | +2.1% | +1.5% | +3.2% |
| 30D | -6.7% | +3.8% | -10.5% | -7.4% |
| 3M | -7.0% | -8.9% | +1.9% | -5.3% |
| 6M | -4.7% | +1.8% | -6.5% | -5.2% |
| YTD | +11.1% | +0.6% | +10.5% | +10.5% |
| 1Y | +12.3% | +12.9% | -0.7% | +9.0% |
| 3Y | +83.3% | +126.4% | -43.1% | +53.8% |
| 5Y | +77.5% | +62.3% | +15.2% | +52.6% |
| All | +534.7% | +81.8% | +452.8% | +412.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling