+93.9%
QQQ vs FHN
+87.6%
+6.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -1.3% | -0.8% | -0.4% | -1.1% |
| 30D | -1.4% | -2.6% | +1.3% | -0.9% |
| 3M | +2.3% | +0.8% | +1.4% | +2.0% |
| 6M | +16.9% | +9.2% | +7.7% | +14.9% |
| YTD | +15.6% | +5.1% | +10.5% | +14.3% |
| 1Y | +22.6% | +12.2% | +10.4% | +19.6% |
| 3Y | +93.5% | +132.4% | -38.9% | +70.4% |
| 5Y | +93.9% | +91.1% | +2.8% | +69.5% |
| All | +93.9% | +87.6% | +6.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling