-73.9%
QS vs FHN
+90.8%
-164.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.6% |
| 7D | +2.2% | +2.7% | -0.5% | +0.8% |
| 30D | -8.1% | -3.1% | -5.0% | -6.7% |
| 3M | -27.0% | +2.3% | -29.4% | -28.2% |
| 6M | -16.4% | +9.7% | -26.2% | -20.6% |
| YTD | -46.4% | +4.7% | -51.1% | -47.7% |
| 1Y | -41.1% | +13.8% | -54.9% | -45.3% |
| 3Y | -18.6% | +131.6% | -150.2% | -46.4% |
| All | -73.9% | +90.8% | -164.6% | -82.5% |
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