-60.6%
OUST vs FHN
+165.2%
-225.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +31.9% | +0.9% | +31.0% | +31.6% |
| 30D | -4.2% | +2.1% | -6.3% | -5.1% |
| 3M | -9.3% | -6.0% | -3.3% | -6.1% |
| 6M | +51.7% | -2.9% | +54.6% | +54.3% |
| YTD | +76.6% | +0.7% | +75.9% | +77.3% |
| 1Y | +48.9% | +11.0% | +37.9% | +42.8% |
| 3Y | +675.3% | +130.3% | +545.0% | +483.1% |
| 5Y | -44.0% | +61.3% | -105.3% | -56.1% |
| All | -60.6% | +165.2% | -225.8% | -70.6% |
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