+50.2%
OMC vs FHN
+81.8%
-31.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +1.9% | +2.1% | -0.3% | +1.2% |
| 30D | +12.2% | +3.8% | +8.4% | +10.9% |
| 3M | +0.6% | -8.9% | +9.5% | +3.6% |
| 6M | +21.0% | +1.8% | +19.2% | +20.2% |
| YTD | +12.4% | +0.6% | +11.8% | +11.5% |
| 1Y | +25.4% | +12.9% | +12.5% | +19.7% |
| 3Y | +29.2% | +126.4% | -97.2% | -4.0% |
| 5Y | +52.6% | +62.3% | -9.7% | +16.4% |
| All | +50.2% | +81.8% | -31.7% | -0.6% |
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