-90.9%
QS vs FHN
+61.2%
-152.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.4% |
| 7D | -14.0% | +2.1% | -16.1% | -14.9% |
| 30D | -6.4% | +3.8% | -10.2% | -7.9% |
| 3M | -40.3% | -8.9% | -31.3% | -37.3% |
| 6M | -57.5% | +1.8% | -59.3% | -58.0% |
| YTD | -64.7% | +0.6% | -65.3% | -64.8% |
| 1Y | -72.9% | +12.9% | -85.8% | -74.5% |
| 3Y | -33.5% | +126.4% | -159.8% | -55.3% |
| All | -90.9% | +61.2% | -152.1% | -93.3% |
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