+28.5%
OUST vs FHN
+13.2%
+15.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +5.2% | +1.2% | +4.1% | +4.0% |
| 30D | -19.3% | -4.7% | -14.6% | -15.0% |
| 3M | -22.6% | +3.5% | -26.2% | -24.7% |
| 6M | +62.8% | +7.8% | +55.0% | +51.3% |
| YTD | +68.3% | +5.9% | +62.5% | +58.7% |
| 1Y | +28.5% | +12.5% | +16.1% | +10.8% |
| All | +28.5% | +13.2% | +15.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling