+29.7%
OMC vs FHN
+90.1%
-60.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -4.2% | 0.0% | -4.3% | -4.2% |
| 30D | -7.5% | -2.6% | -4.9% | -7.1% |
| 3M | +4.6% | 0.0% | +4.6% | +4.6% |
| 6M | -4.8% | +9.2% | -14.1% | -6.6% |
| YTD | -1.0% | +4.3% | -5.4% | -2.1% |
| 1Y | +3.8% | +10.8% | -6.9% | +1.2% |
| 3Y | +10.2% | +130.7% | -120.5% | -5.7% |
| 5Y | +29.7% | +87.4% | -57.6% | +4.3% |
| All | +29.7% | +90.1% | -60.4% | +4.3% |
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