+1,570.9%
QQQ vs FHN
+39.4%
+1,531.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | +0.2% | -4.7% | +4.9% | +1.4% |
| 3M | -2.8% | +3.5% | -6.4% | -3.7% |
| 6M | +18.0% | +7.8% | +10.2% | +15.6% |
| YTD | +17.3% | +5.9% | +11.4% | +15.3% |
| 1Y | +25.6% | +12.5% | +13.1% | +21.3% |
| 3Y | +93.7% | +117.2% | -23.5% | +57.3% |
| 5Y | +94.2% | +86.5% | +7.6% | +55.2% |
| 10Y | +557.9% | +125.7% | +432.1% | +359.9% |
| All | +1,570.9% | +39.4% | +1,531.6% | +916.6% |
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 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