-64.1%
OUST vs FHN
+159.3%
-223.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.4% | +14.2% |
| 7D | +17.0% | -1.0% | +18.0% | +17.7% |
| 30D | -16.5% | +0.2% | -16.7% | -16.6% |
| 3M | -23.7% | -9.0% | -14.7% | -19.7% |
| 6M | +18.4% | -6.8% | +25.2% | +23.1% |
| YTD | +60.8% | -1.5% | +62.3% | +63.2% |
| 1Y | +44.2% | +10.9% | +33.3% | +38.3% |
| 3Y | +668.1% | +119.4% | +548.7% | +488.7% |
| 5Y | -48.8% | +57.5% | -106.4% | -59.4% |
| All | -64.1% | +159.3% | -223.5% | -73.0% |
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 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