+12.3%
QQQM vs FHN
+14.6%
-2.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -4.6% | +2.3% | -6.9% | -5.0% |
| 30D | -8.5% | +1.6% | -10.1% | -8.8% |
| 3M | -4.3% | -8.4% | +4.1% | -2.6% |
| 6M | +3.1% | -2.3% | +5.4% | +3.3% |
| YTD | +13.1% | +1.5% | +11.6% | +10.8% |
| 1Y | +12.3% | +15.0% | -2.7% | +6.4% |
| All | +12.3% | +14.6% | -2.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling