+0.6%
OTIS vs FHN
+131.2%
-130.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -1.3% | +2.1% | -3.4% | -1.6% |
| 30D | +12.8% | +3.8% | +9.0% | +12.1% |
| 3M | +7.4% | -8.9% | +16.3% | +8.9% |
| 6M | +7.7% | +1.8% | +5.9% | +7.3% |
| YTD | -9.3% | +0.6% | -9.9% | -9.6% |
| 1Y | -12.1% | +12.9% | -25.0% | -13.9% |
| 3Y | +0.6% | +126.4% | -125.7% | -12.8% |
| All | +0.6% | +131.2% | -130.6% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling