-55.8%
OUST vs FHN
+61.2%
-117.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.5% | -9.0% | -8.8% |
| 7D | -3.8% | +2.1% | -5.9% | -4.8% |
| 30D | +5.1% | +3.8% | +1.3% | +3.1% |
| 3M | -25.8% | -8.9% | -16.9% | -21.8% |
| 6M | -2.0% | +1.8% | -3.8% | -2.4% |
| YTD | +54.7% | +0.6% | +54.1% | +55.4% |
| 1Y | +48.8% | +12.9% | +35.9% | +41.0% |
| 3Y | +607.8% | +126.4% | +481.4% | +438.9% |
| All | -55.8% | +61.2% | -117.0% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling