-51.3%
OUST vs FHN
+56.9%
-108.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.4% | +14.2% |
| 7D | +17.0% | -1.0% | +18.0% | +17.8% |
| 30D | -16.5% | +0.2% | -16.7% | -16.6% |
| 3M | -23.7% | -9.0% | -14.7% | -19.5% |
| 6M | +18.4% | -6.8% | +25.2% | +23.4% |
| YTD | +60.8% | -1.5% | +62.3% | +63.3% |
| 1Y | +44.2% | +10.9% | +33.3% | +38.0% |
| 3Y | +668.1% | +119.4% | +548.7% | +492.9% |
| All | -51.3% | +56.9% | -108.2% | -61.0% |
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 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