+31.1%
OMC vs FHN
+128.3%
-97.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.4% | -1.2% | -3.2% | -4.0% |
| 30D | -7.6% | -4.8% | -2.8% | -6.2% |
| 3M | +4.5% | -0.7% | +5.3% | +4.7% |
| 6M | -0.3% | +10.6% | -10.9% | -3.6% |
| YTD | -0.1% | +4.6% | -4.7% | -2.1% |
| 1Y | +4.6% | +11.4% | -6.7% | 0.0% |
| 3Y | +10.5% | +132.3% | -121.8% | -18.6% |
| 5Y | +31.7% | +90.2% | -58.4% | -5.4% |
| All | +31.1% | +128.3% | -97.2% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling