+153.2%
QQQM vs FHN
+177.3%
-24.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.5% | +2.7% | -1.2% | +1.1% |
| 30D | -0.7% | -3.1% | +2.5% | -0.2% |
| 3M | +0.4% | +2.3% | -1.9% | 0.0% |
| 6M | +20.1% | +9.7% | +10.3% | +18.2% |
| YTD | +17.2% | +4.7% | +12.5% | +16.1% |
| 1Y | +24.7% | +13.8% | +11.0% | +21.8% |
| 3Y | +96.6% | +131.6% | -35.0% | +76.4% |
| 5Y | +95.0% | +91.1% | +3.9% | +78.3% |
| All | +153.2% | +177.3% | -24.1% | +132.9% |
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