-62.8%
QS vs FHN
+194.1%
-256.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.4% |
| 7D | -14.0% | +2.1% | -16.1% | -14.8% |
| 30D | -6.4% | +3.8% | -10.2% | -7.8% |
| 3M | -40.3% | -8.9% | -31.3% | -37.6% |
| 6M | -57.5% | +1.8% | -59.3% | -57.9% |
| YTD | -64.7% | +0.6% | -65.3% | -64.8% |
| 1Y | -72.9% | +12.9% | -85.8% | -74.4% |
| 3Y | -33.5% | +126.4% | -159.8% | -53.5% |
| 5Y | -90.5% | +62.3% | -152.8% | -92.7% |
| All | -62.8% | +194.1% | -256.9% | -75.9% |
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