+74.2%
OTIS vs FHN
+349.8%
-275.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -2.0% | -4.7% | +2.7% | -1.2% |
| 3M | +2.6% | +3.5% | -1.0% | +1.8% |
| 6M | -20.9% | +7.8% | -28.7% | -22.1% |
| YTD | -17.1% | +5.9% | -23.0% | -18.1% |
| 1Y | -15.9% | +12.5% | -28.4% | -18.1% |
| 3Y | -12.7% | +117.2% | -130.0% | -26.1% |
| 5Y | -15.7% | +86.5% | -102.3% | -30.0% |
| All | +74.2% | +349.8% | -275.5% | +15.0% |
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