+69.1%
OTIS vs FHN
+344.3%
-275.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | -6.0% | -4.8% | -1.2% | -5.2% |
| 3M | -0.9% | -0.7% | -0.1% | -0.8% |
| 6M | -17.3% | +10.6% | -27.9% | -18.9% |
| YTD | -19.6% | +4.6% | -24.2% | -20.4% |
| 1Y | -21.0% | +11.4% | -32.4% | -22.9% |
| 3Y | -12.1% | +132.3% | -144.3% | -26.4% |
| 5Y | -17.1% | +90.2% | -107.2% | -31.5% |
| All | +69.1% | +344.3% | -275.3% | +11.8% |
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