+83.3%
QQQ vs FHN
+131.2%
-47.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +3.6% | +2.1% | +1.5% | +3.0% |
| 30D | -6.7% | +3.8% | -10.5% | -7.7% |
| 3M | -7.0% | -8.9% | +1.9% | -4.6% |
| 6M | -4.7% | +1.8% | -6.5% | -5.4% |
| YTD | +11.1% | +0.6% | +10.5% | +10.1% |
| 1Y | +12.3% | +12.9% | -0.7% | +7.5% |
| 3Y | +83.3% | +126.4% | -43.1% | +54.3% |
| All | +83.3% | +131.2% | -47.9% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling