+91.5%
OSCR vs FHN
+88.4%
+3.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +10.7% | -4.8% | +15.5% | +12.0% |
| 3M | +13.4% | -0.7% | +14.1% | +13.7% |
| 6M | +144.6% | +10.6% | +133.9% | +139.5% |
| YTD | +128.0% | +4.6% | +123.4% | +125.8% |
| 1Y | +68.7% | +11.4% | +57.3% | +64.3% |
| 3Y | +398.8% | +132.3% | +266.5% | +301.8% |
| All | +91.5% | +88.4% | +3.1% | +60.7% |
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