+836.2%
OUST vs FHN
+129.2%
+707.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.7% | +8.8% |
| 7D | +36.7% | -0.5% | +37.1% | +37.9% |
| 30D | -3.3% | +1.9% | -5.3% | -4.9% |
| 3M | -11.1% | -6.9% | -4.2% | -4.4% |
| 6M | +53.1% | -3.1% | +56.1% | +57.8% |
| YTD | +78.2% | +0.6% | +77.7% | +78.1% |
| 1Y | +50.0% | +12.4% | +37.7% | +34.8% |
| 3Y | +836.2% | +133.7% | +702.5% | +260.2% |
| All | +836.2% | +129.2% | +707.0% | +260.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling