-8.7%
OSCR vs FHN
+76.8%
-85.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +14.8% | -2.6% | +17.4% | +15.5% |
| 3M | +16.7% | 0.0% | +16.6% | +16.8% |
| 6M | +127.5% | +9.2% | +118.3% | +123.6% |
| YTD | +121.0% | +4.3% | +116.7% | +119.1% |
| 1Y | +58.4% | +10.8% | +47.6% | +54.7% |
| 3Y | +392.4% | +130.7% | +261.7% | +302.3% |
| 5Y | +80.5% | +87.4% | -6.9% | +56.9% |
| All | -8.7% | +76.8% | -85.6% | -20.2% |
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