+573.7%
OUST vs FHN
+114.8%
+459.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.6% | -6.4% | -6.5% |
| 7D | -5.0% | -2.3% | -2.8% | -2.6% |
| 30D | -32.0% | -0.9% | -31.1% | -31.4% |
| 3M | -32.4% | -11.0% | -21.3% | -24.1% |
| 6M | +6.7% | -5.4% | +12.1% | +13.0% |
| YTD | +41.0% | -1.2% | +42.2% | +43.1% |
| 1Y | +18.0% | +10.5% | +7.5% | +7.7% |
| All | +573.7% | +114.8% | +459.0% | +171.8% |
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 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