-16.8%
OTIS vs FHN
+90.1%
-106.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.3% | -2.6% | -1.7% | -4.0% |
| 3M | -2.2% | 0.0% | -2.2% | -2.2% |
| 6M | -19.9% | +9.2% | -29.1% | -20.9% |
| YTD | -19.3% | +4.3% | -23.7% | -19.9% |
| 1Y | -19.6% | +10.8% | -30.3% | -20.9% |
| 3Y | -11.5% | +130.7% | -142.3% | -21.6% |
| 5Y | -16.8% | +87.4% | -104.1% | -29.3% |
| All | -16.8% | +90.1% | -106.8% | -29.3% |
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